Blar i NTNU Open på forfatter "Kika, Alek"
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Backtesting of credit rating models - Achieving compliance with the European Securities and Markets authority's guidelines
Kika, Alek (Master thesis, 2019)Credit rating agencies’ (CRA) increasingly important role in financial markets and the real economy has resulted in new regulatory requirements with respect to backtesting of their credit rating models. The European Union ...