Benchmarking Deutsche Bundesbank's Default Risk Model, the KMV 

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- 1 - Benchmarking Deutsche Bundesbank's Default Risk Model, the KMV Private Firm Model and Common Financial Ratios for German Corporations Stefan Blochwitz1 Thilo Liebig1 Mikael Nyberg Deutsche Bundesbank Deutsche Bundesbank KMV, LLC November 2000 Abstract: By comparing Gini curves and Gini coefficients that are determined on the same underlying dataset, we assess the discriminative power of Deutsche Bundesbank's Default Risk Model, KMV's Private Firm Model and common financial ratios for German corporations.

• discriminative power
• credit score
• random gini curve
• deutsche bundesbank
• quantitative properties for further analysis
• rating methodology
• probabilities of default
• minimum
• model