Bernd Engelmann

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

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Measuring the Discriminative Power of Rating Systems

Bundesbank Series 2 Discussion Paper No. 2003,01
Number of pages: 32 Posted: 08 Jun 2016
Bernd Engelmann, Evelyn Hayden and Dirk Tasche
Deutsche Bundesbank, Raiffeisen Bank International and Deutsche Bundesbank
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Citation 33

Abstract:

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Validation, Rating Models, Credit Analysis