Appraising Credit Ratings : Does the CAP Fit Better than the ROC? /
ROC and CAP analysis are alternative methods for evaluating a wide range of diagnostic systems, including assessments of credit risk. ROC analysis is widely used in many fields, but in finance CAP analysis is more common. We compare the two methods, using as an illustration the ability of the OECD&#...
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| Формат: | Журнал |
| Язык: | English |
| Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2012.
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| Серии: | IMF Working Papers; Working Paper ;
No. 2012/122 |
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| Online-ссылка: | Full text available on IMF |