Validation of Rating Systems
Type Research Project
Funding Bodies
- Austrian National Bank
Duration June 28, 2006 - Dec. 31, 2007
- Bank Administration AE (Former organization)
- Mathematical Methods in Statistics AE (Former organization)
Tags
Press 'enter' for creating the tagAbstract (German)
Ziel des Projektes ist es, geeignete Methoden zur Validierung von Ratingsystemen zu entwickeln. Basis für die zu entwickelnden Methoden ist der Benchmarkingansatz. Dabei werden Ratinginformationen unterschiedlicher Quellen miteinander verglichen, um somit die relative Qualität einer Ratingquelle beurteilen zu können.
Partners
- Oesterreichische Nationalbank - Austria
Publications
Paper presented at an academic conference or symposium
2007 | Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2007. Validation of Credit Rating Systems using Multi-Rater Information. 10th Conference of the Swiss Society for Financial Market Research, Zurich, Schweiz, 29.03.- 30.03.. | (Details) | |
2006 | Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. A Latent Variable Approach to Validate Credit Rating Systems. Workshop Kreditrisikomanagement, Obergurgl, Österreich, 17.11.-18.11.. | (Details) | |
Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Benchmarking Credit Rating Systems. Workshop Kreditrisikomanagement, Obergurgl, Österreich, 17.11.-18.11.. | (Details) | ||
Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. Validation of Credit Rating Systems Using Multi-Rater Information. 21st Austrian Working Group on Banking and Finance, Klagenfurt, Österreich, 24.11.-25.11.. | (Details) |
Classification
- 5361 Financial management (Details)
Expertise
- Rating systems