Any suggestions for books that cover topics such as the ones mentioned above?
The purpose is for banking, risk management, model validation of models such as credit risk and other types of risk.
$\begingroup$
$\endgroup$
$\begingroup$
$\endgroup$
answered Jun 15 '20 at 17:52
$\begingroup$
$\endgroup$
The Basel working paper contains quite a comprehensive summary of the types of metrics you are looking for:
answered Jun 15 '20 at 17:37
