Quotation 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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Publication's profile

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)
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