Difference between revisions of "Performance Period"
From Open Risk Manual
Wiki admin (talk | contribs) |
(No difference)
|
Latest revision as of 21:01, 11 September 2020
Definition
Measuring Credit Risk for Model Development purposes requires draw credit records for individuals on two separate dates. The time between those dates is called the Performance Period[1]
References
- ↑ Board of Governors of the Federal Reserve System, Report to the Congress on Credit Scoring and Its Effects on the Availability and Affordability of Credit
