Auteur Van Gestel, T.
Documents disponibles écrits par cet auteur (2)
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G. Castermans, Auteur ; D. Martens, Auteur ; Van Gestel, T., Auteur |In order to manage model risk, financial institutions need to set up validation processes so as to monitor the quality of the models on an ongoing basis. Validation can be considered from both a quantitative and qualitative point of view. Backte[...]
Article : texte imprimé
D. Martens, Auteur ; Van Gestel, T., Auteur ; De Backer, M., Auteur |The introduction of the Basel II Capital Accord has encouraged financial institutions to build internal rating systems assessing the credit risk of their various credit portfolios. One of the key outputs of an internal rating system is the proba[...]
