Symposium on Rating Model Validation

Presentations will be posted as they become available.

• Program – Symposium on Rating Model Validation (132 KB)

• Josef Christl – The Need For Rating Model Validation (784 KB)

• Stefan Hohl – IRB-Validation – A Perspective from Basel (2743 KB)

• Stefan Blochwitz – The Supervisor’s Perspective on Rating Model Validation (1656 KB)

• Andreas Höger – Rating Model Validation – The Austrian Experience (596 KB)

• Daniel Rösch – Myth and Reality of Measures for Discriminatory Power (307 KB)

• Coppens, Winkler – Validation by means of Backtesting II / Calibration Quality (1123 KB)

• Hornik, Jankowitsch, Leitner, Lingo, Pichler, Winkler – Validation by Means of Benchmarking: A Mulit-Rater Approach to Validation (853 KB)

• Grün, Hornik, Jankowitsch, Leitner, Lingo, Pichler, Winkler – A Latent Variable Approach to Rating Model Validation (548 KB)

• Andreas Ittner – Summary and Outlook on Future Fields of Research (387 KB)