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Type: Journal article
Title: Linearising the ROC and detecting asymmetry - a credit rating example
Author: Hutchinson, T.
Citation: JASSA, 2006; Spring(3):38-40
Publisher: Securities Institute of Australia
Issue Date: 2006
ISSN: 0313-5934
Organisation: Centre for Automotive Safety Research (CASR)
Statement of
TP Hutchinson
Abstract: The relative operating characteristic (ROC) was originally used as a signal of possible default, and is usually illustrated as a curve on a linear axis. PAUL HUTCHINSON shows that ROC also works if it is linearised.
RMID: 0020075468
Appears in Collections:Centre for Automotive Safety Research publications

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