Download This PaperMeasuring the Discriminative Power of Rating Systems
32 Pages Posted: 8 Jun 2016
Date Written: 2003
Abstract
Assessing the discriminative power of rating systems is an important question to banks
Keywords: Validation, Rating Models, Credit Analysis
JEL Classification: G10, C52
Suggested Citation: Suggested Citation
Engelmann, Bernd and Hayden, Evelyn and Tasche, Dirk, Measuring the Discriminative Power of Rating Systems (2003). Bundesbank Series 2 Discussion Paper No. 2003,01, Available at SSRN: https://ssrn.com/abstract=2793951 or http://dx.doi.org/10.2139/ssrn.2793951
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