Published in:
Global Markets and Financial Engineering (Russian version)
– Volume 2, Number 1 (January-March, 2015)



Keywords: credit risk, rating models of non-financial companies


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References:
1. Basel II: International Convergence of Capital Measurement and Capital Standards: a Revised Framework.
2. Pisymo TsB RF ot 29.12.2012 No 192-T «Metodicheskie rekomendatsii po realizatsii podkhoda k raschetu kreditnogo riska na osnove vnutrennikh reytingov bankov».
3. Instruktsiya Banka Rossii 139-I «Ob obyazatelnyh normativakh bankov».
4. Huan Liu, Farhad Hussain, Chew Lim Tan, Manoranjan Dash. Discretization: An Enabling Technique. 1999.
5. Gary King, Langche Zeng. LogisticRegressioninRareEventsData. 2001.
6. Karminskiy A.M., Kostrov A.V., Murzenkov T.N. Modelirovanie veroyatnosti defolta rossiyskikh bankov s ispolzovaniem ekonometricheskikh metodov.