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September 21, 2026
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Increase of Banks’ Credit Risk Forecasting Power Using the Set of Credit Ratings and Probability of Default Models

Ch. 11. P. 177–196.
Khromova E.
Language: English
Full text
Text on another site
Keywords: банкиbanksprobability of defaultcredit ratingsкредитные рейтингимодель множественного выборавероятность дефолта банкаordered logit modelcombined modelкомбинационная модель

In book

Recent Advances of the Russian Operations Research Society
Cambridge: Cambridge Scholars Publishing, 2020.
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