Grün, Bettina, Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. A Latent Variable Approach to Rating Model Validation. Symposium on Rating Model Validation, Oesterreichische Nationalbank, Österreich, 15.05.-15.05.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | A Latent Variable Approach to Rating Model Validation |
| Event | Symposium on Rating Model Validation |
| Year | 2008 |
| Date | 15.05.-15.05. |
| Country | Austria |
| Location | Oesterreichische Nationalbank |
Associations
- Projects
- Modelling the rating process and rating validation
- People
- Grün, Bettina (Details)
- Hornik, Kurt (Details)
- Jankowitsch, Rainer (Details)
- Leitner, Christoph (Details)
- Pichler, Stefan (Details)
- Winkler, Gerhard (Details)
- External
- Lingo, Manuel (Austria)
- Organization
- Institute for Banking and Finance
IN
(Former organization)
- Institute for Statistics and Mathematics IN (Details)