2023
Progress in adopting the Principles for effective risk data aggregation and risk reporting 2023
Authors: BIS, 17 pages #, #, #
2018
How to evaluate models: Observed vs. predicted or predicted vs. observed?
Authors: G. Pineiro, S. Perelman, J.P Guerschman, J. Paruelo, 7 pages #, #, #, #
2017
Progress in adopting the Principles for effective risk data aggregation and risk reporting 2017
Authors: BIS, 23 pages #, #
Neural network as challenger in classification tasks
Authors: DataQuest, 6 pages #, #
Five myths about variable selection
Authors: Georg Heinze, Daniela Dunkler, Transplant international, 5 pages #, #, #, #, #
Stress Testing as a Catalyst for BCBS 239 – or Vice Versa?
Authors: Reinie #, #, # - Stress Testing
A validator’s guide to model risk management
Authors: riskspan, 28 pages #, #, #
2016
Internal default Risk Models. Alive and Kicking? 
Authors: C. Zazzara , S&P #, #
2015
Model, model risk and running effective model management programs
Authors: Cognizant, 9 pages #, #
Progress in adopting the Principles for effective risk data aggregation and risk reporting 2015
Authors: BIS, 15 pages #, #, #
2014
Stress testing model validation
Authors: Moody's #, #, #
Distressed Firm and Bankruptcy prediction in an international context
Authors: Altman, Malgorzata, 47 pages
Credit risk model for SME in the Netherlands
Authors: J.Hessel Veurink, M. Mastrogiacomo, 47 pages #, #
Default prediction for SME using discriminant and survival models, evidence from Polish market
Authors: A. Ptak-Chmielewska & A. Matuszyk, 13 pages #, #, #, #, #, #
Family-owned and non-family-owned SMEs
Authors: Nunes, 9 pages #, #
2013
A discretization method based on maximizing the area under receiver operating characteristic curve
Authors: by M. Kurtcephe, H. A. Güvenir, Bilkent University, 25 pages #, #, #, #
A survey of discretization techniques: taxonomy and empirical analysis in supervised learning
Authors: S. Garcia, J. Luengo, J. A. Sáez, V. López, F. Herrera, IEEE Computer Society, 16 pages #
A better Beta for the H measure of classification performance
Authors: D.J Hand, C. Anagnostopolous, 12 pages #, #
2012
Determinants of SME loan default: the importance of borrow-level heterogeneity
Authors: F. McCann & T. McIndoe-Calder, 32 pages #, #
Survival analysis
Authors: P.D. Allison, 12 pages #, #
Tackling Risk Aggregation and Reporting
Authors: SAS and GARP, 4 pages #, #
Estimation of Probability of Defaults (PD) for Low Default Portfolios: An actuarial Approach
Authors: Nabil Iqbal, Syed Afraz Ali, 18 pages #, #
2010
Robust logistic diagnostic for the identification of high leverage points in logistic regression model
Authors: B.A Syaiba, M. Habshah, University Putra Malaysia, 9 pages #, #, #
Assessing the Performance of Prediction Models
Authors: E.W.Steyberg, A.J.Vickers et al, 11 pages #, #, #
2008
The value of qualitative information in SME Risk Management
Authors: Altman, Sabato, Wilson, 40 pages #, #
Credit scoring with macroeconomic variables using survival analysis
Authors: T. Bellotti, J. Crook, university of Edinburgh, 28 pages #, #
2007
Modelling Credit risk for SMEs: Evidence from the US market
Authors: Altman, Sabato, 43 pages #, #
Credit scoring with macroeconomic variables using survival analysis
Authors: Tony Bellotti, Jonathan Crook, Credit Research Centre Management School and Economics, University of Edinburgh, 19 pages #, #, #
2006
The Difference between significant and not significant is not itself statistically significant
Authors: A. Gelman, H. Stern, 4 pages #
Default rates in the loan market for SMEs: Evidence from Slovakia
Authors: J.Fidrmuc, C.Hainz, A. Malesich, the William Davidson Institute, Univeristy of Michigan, 29 pages #, #, #
2004
A New Means of Presenting the Results of Logistic Regression
Authors: J. Smart, W. J. Sutherland, A. R. Watkinson, J. A. Gill, 3 pages #
2000
Evaluation du risque de défaillance des entreprises
Authors: Thierry Kenel, 22 pages #, #, #
1991
A note on a General Definition of the Coefficient of Determination
Authors: N.J.D Nagelkerke, Biometrika,, 2 pages #