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The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations

September 2007
Coppens, F. / Gonzáles, F. / Winkler, G.

Working Paper N° 118

www.nbb.be/en/articles/performance-credit-ratin...

Failure prediction models: performance, disagreements, and internal rating systems

December 2007
Mitchell, J. / Van Roy, P.

Working Paper N° 123

www.nbb.be/en/articles/failure-prediction-model...