Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

ISBN: 9783957298706

ISSN: 2749-2958

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Discussion paper / Deutsche Bundesbank ; 04/2022

Classification: Wirtschaft

Event: Veröffentlichung

(where): Frankfurt am Main

(who): Deutsche Bundesbank

(when): 2022

Creator: Wosnitza, Jan Henrik

Contributor: Deutsche Bundesbank

URN: urn:nbn:de:101:1-2022030410132491142312

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:41 PM CET

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Wosnitza, Jan Henrik
Deutsche Bundesbank

Time of origin

2022

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Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default

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Other Objects (12)

Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default

Discriminatory consequences of non-discriminatory standards

Dynamics of probabilities of default

Estimating probabilities of default

Foreign Ownership and Transferring of Gender Norms

Foreign ownership and transferring of gender norms

Assessing the Discriminatory Power of Credit Scores

Discriminatory pricing of over-the-counter derivatives

Assessing the discriminatory power of credit scores

The Origins of Logistic Regression

The Classification of Continuation Probabilities

Nested identification of subjective probabilities

Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default

Discriminatory consequences of non-discriminatory standards

Dynamics of probabilities of default

Estimating probabilities of default

Foreign Ownership and Transferring of Gender Norms

Foreign ownership and transferring of gender norms

Assessing the Discriminatory Power of Credit Scores

Discriminatory pricing of over-the-counter derivatives

Assessing the discriminatory power of credit scores

The Origins of Logistic Regression

The Classification of Continuation Probabilities

Nested identification of subjective probabilities

Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default

Discriminatory consequences of non-discriminatory standards

Dynamics of probabilities of default

Estimating probabilities of default

Foreign Ownership and Transferring of Gender Norms

Foreign ownership and transferring of gender norms

Assessing the Discriminatory Power of Credit Scores

Discriminatory pricing of over-the-counter derivatives

Assessing the discriminatory power of credit scores

The Origins of Logistic Regression

The Classification of Continuation Probabilities

Nested identification of subjective probabilities

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