Evaluating credit risk modelsJose A. Lopez, Marc R. Saidenberg2000-01-01articleJournal of Banking & Finance171 citationsgreenNo readable copy stored yet — this record is metadata only.Credit Risk and Financial RegulationsBanking stability, regulation, efficiencyFinancial Distress and Bankruptcy PredictionAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 171 citations exist upstream.References1995Techniques for Verifying the Accuracy of Risk Measurement Models1998Evaluating Density Forecasts with Applications to Financial Risk Management2000A comparative analysis of current credit risk models1997Credit risk measurement: Developments over the last 20 years2000A comparative anatomy of credit risk models19968 Forecast evaluation and combination2000Credit risk rating systems at large US banks1998Credit Risk in Private Debt PortfoliosCited by2003Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?2007A practical approach to credit scoring2002The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements2013Invariant Probabilistic Sensitivity Analysis2005Confidence intervals for probabilities of default2000Regulatory implications of credit risk modelling2001Stress Testing of Financial Systems2013The Risk Map: A new tool for validating risk models