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Failure prediction models: performance, disagreements, and internal rating systems
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Failure prediction models: performance, disagreements, and internal rating systems
Failure prediction models: performance, disagreements, and internal rating systems
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december 2007
Mitchell, J.
/
Van Roy, P.
Working Paper N° 123
JEL-classificatie:
D40
G21
G24
G28
G33
Trefwoorden:
Basel II
failure prediction
internal ratings
model power
rating systems
ROC analysis
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