Journal of Risk Model Validation
ISSN:
1753-9579 (print)
1753-9587 (online)
Editor-in-chief: Steve Satchell
Comment in response to “A methodology for point-in-time–through-the-cycle probability of default decomposition in risk classification systems” by M. Carlehed and A. Petrov
Lawrence R. Forest Jr., Gaurav Chawla and Scott D. Aguais
Abstract
ABSTRACT
Here we have a comment from L. R. Forest Jr., G. Chawla and S. D. Aguais in reply to a paper published in the journal in 2012. This kind of lively, informed and robust debate is something we encourage at The Journal of Risk Model Validation: we aim to inspire vigorous discussion in the risk model validation field.
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Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
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