From Power Curves to Discriminative Power: Measuring Model Performance of LGD Models

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"From Power Curves to Discriminative Power: Measuring Model Performance of LGD Models"
written by Robert Frontczak, Michael Jaeger, Bernd Schumacher,
published by Journal of Mathematical Finance, Vol.7 No.3, 2017

has been cited by the following article(s):

[1]	BACK MATTER
	Modern Financial Engineering, 2022

[2]	Математическое моделирование кредитного риска и банковское регулирование
	2022

[3]	Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks
	2021

[4]	The review of the open challenges in the IRB loan portfolio credit risk modeling
	2020

[5]	Modern Financial Engineering

[1]	Methodological approach of loss given default modeling in credit risk assessment Theoretical economics, 2026 DOI:10.52957/2221-3260-2026-6-44-58

[2]	The review of the open challenges in the IRB loan portfolio credit risk modeling Model Assisted Statistics and Applications, 2020 DOI:10.3233/MAS-200508