Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default

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Bibliographic Details

Authors and Corporations:	Wosnitza, Jan Henrik (Author)
Type of Resource:	E-Book
Language:	English
published:	Frankfurt am Main Deutsche Bundesbank [2022]
Series:	Deutsche Bundesbank: Discussion paper ; no 2022, 04
Subjects:	Calibration credit score cumulative accuracy profile logistic regression margin of conservatism probability of default Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
ISBN:	9783957298706