Performance Period
From Open Risk Manual
Revision as of 21:01, 11 September 2020 by Wiki admin (talk | contribs)
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
