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2 research outputs found

Comparing the Accuracy of Default Predictions in the Rating Industry: The Case of Moody's vs. S&P

Author: André Güttler
B Engelmann
C Bluhm
C G Moon
D A Redelmeier
E Falkenstein
F X Diebold
G W Brier
J Sobehart
L H Ederington
L H Ederington
L J Savage
M Carey
M Carey
M Crouhy
M Degroot
R L Winkler
R L Winkler
S Vardemann
W Kr�mer
W Kr�mer
W Kr�mer
Walter Krämer
Publication venue: 'Elsevier BV'
Publication date: 01/01/2003
Field of study

On comparing the accuracy of default predictions in the rating industry

Author: André Güttler
B Engelmann
C Bluhm
CG Moon
DA Redelmeier
E Falkenstein
FX Diebold
GW Brier
LH Ederington
LH Ederington
LJ Savage
M Carey
M Carey
M Crouhy
M DeGroot
RL Winkler
RL Winkler
S Vardemann
W Krämer
W Krämer
W Krämer
Walter Krämer
Publication venue
Publication date
Field of study

Credit rating, Probability forecasts, Calibration,

Research Papers in Economics

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