Research output per year
Research output per year
Project Details
Description
Developement of a new methodology for validation of rating systems. Ratings from a sample banks for the same corporations shall be evaluated.
Financing body
Austrian National Bank
| Status | Finished |
|---|---|
| Effective start/end date | 20/12/04 → 30/09/05 |
Collaborative partners
- Vienna University of Economics and Business (lead)
- Austrian National Bank (Project partner)
Austrian Classification of Fields of Science and Technology (OEFOS)
- 502009 Corporate finance
Research output
- 2 Working Paper/Preprint
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Benchmarking Credit Rating Systems. Working Paper, Wirtschaftsuniversität Wien
Hornik, K., Jankowitsch, R., Lingo, M., Pichler, S. & Winkler, G., 1 Sept 2006.Publication: Working/Discussion Paper › Working Paper/Preprint
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Validation of Credit Rating Systems Using Multi-Rater Information
Hornik, K., Jankowitsch, R., Lingo, M., Pichler, S. & Winkler, G., 2005.Publication: Working/Discussion Paper › Working Paper/Preprint
Activities
- 4 Science to science
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Validation of Credit Rating Systems Using Multi-Rater Information
Kurt Hornik (Contributor), Rainer Jankowitsch (Contributor), Manuel Lingo (Contributor), Stefan Pichler (Contributor) & Gerhard Winkler (Contributor)
7 Aug 2006Activity: Talk or presentation › Science to science
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Validation of Credit Rating Systems Using Multi-Rater Information
Kurt Hornik (Contributor), Rainer Jankowitsch (Contributor), Manuel Lingo (Contributor), Stefan Pichler (Contributor) & Gerhard Winkler (Contributor)
29 Jun 2006Activity: Talk or presentation › Science to science
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Validation of Credit Rating Systems Using Multi-Rater Information
Kurt Hornik (Contributor), Rainer Jankowitsch (Contributor), Manuel Lingo (Contributor), Stefan Pichler (Contributor) & Gerhard Winkler (Contributor)
26 May 2006Activity: Talk or presentation › Science to science