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Measures of a Rating’s Discriminative Power — Applications and Limitations

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The Basel II Risk Parameters

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References

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Author information

Authors and Affiliations

  1. Quanteam AG, Germany

    Bernd Engelmann

Authors
  1. Bernd Engelmann
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Editor information

Editors and Affiliations

  1. Quanteam Dr. Bernd Engelmann und Sören Gerlach GbR, Basaltstraße 28, 60487, Frankfurt

    Bernd Engelmann

  2. Risk Instruments — Methods, Dresdner Bank AG, Gallusanlage 7, 60329, Frankfurt

    Robert Rauhmeier

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Engelmann, B. (2006). Measures of a Rating’s Discriminative Power — Applications and Limitations. In: Engelmann, B., Rauhmeier, R. (eds) The Basel II Risk Parameters. Springer, Berlin, Heidelberg . https://doi.org/10.1007/3-540-33087-9_12

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