Appraising Credit Ratings : Does the CAP Fit Better than the ROC?

Does the CAP Fit Better than the ROC?

Appraising Credit Ratings : Does the CAP Fit Better than the ROC?
ROC and CAP analysis are alternative methods for evaluating a wide range of diagnostic systems, including assessments of credit risk. ROC analysis is widely used in many fields, but in finance CAP analysis is more common. We compare the two methods, using as an illustration the ability of the OECD's country risk ratings to predict whether a... READ MORE...

Publication date: May 2012
ISBN 9781475503517
$18.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: May 2012

PDF

Publication date: May 2012

ePub

Publication date: May 2012

Mobi

Publication date: May 2012

English