The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations

September 2007
Coppens, F. / Gonzáles, F. / Winkler, G.

Working Paper N° 118

JEL classification: 
G20
G28
C49
Keywords: 
credit risk
rating
probability of default (PD)
performance checking
backtesting
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