migration risk, i.e. credit spread risk, and default risk in a consistent and in- model to assess regulatory capital related to credit risk, for straight bonds and. The use of credit scoring--the quantitative and statistical techniques to assess the credit risks involved in lending to consumers--has been one of the most  A number of vendors produce and sell products that are designed to support credit-risk measurement and management functions within financial institutions.

Evaluating Credit Risk Models - Federal Reserve Bank of San

their regulators is evaluating the accuracy of a model's forecasts of credit losses, panel data approach, we propose evaluation methods for credit risk models