Credit Risk Unit, Landesbank Baden-Württemberg (LBBW), Stuttgart, Germany
Credit Risk Unit, Landesbank Baden-Württemberg (LBBW), Stuttgart, Germany
Credit Risk Unit, Landesbank Baden-Württemberg (LBBW), Stuttgart, Germany
Copyright © 2017 Robert Frontczak, Michael Jaeger, Bernd Schumacher et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Frontczak, R. , Jaeger, M. and Schumacher, B. (2017) From Power Curves to Discriminative Power: Measuring Model Performance of LGD Models.
Journal of Mathematical Finance,
7, 657-670. doi:
10.4236/jmf.2017.73034.