BASEL II Validation Tests

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view

BASEL II Validation Tests

Preetam Pal

I would like to know whether there is any in-built code for the following
BASEL II related validation tests:

1>Level Test

2> K-Fold Test

3>Mobility Test

Kindly let me know if I need to supply any more information.


Preetam Pal
M-Stat 2nd Year,                                             Room No. N-114
Statistics Division,                                           C.V.Raman
Indian Statistical Institute,                                 B.H.O.S.

        [[alternative HTML version deleted]]

[hidden email] mailing list
PLEASE do read the posting guide
and provide commented, minimal, self-contained, reproducible code.