Attend this 2 day workshop and:
Gain the skills to:
• Build credit risk models using state of the art methods
• Validate credit risk models
• Understand the vulnerabilities of credit risk models using stress tests
Explore methods to:
• Backtest and benchmark PD, LGD and EAD models
• Evaluate data quality, model design and use testing
• Categorize with chi-squared analysis
Benefit from several case studies, including:
• Implementing the Merton Model
• Sensitivity Analysis for stress testing
• Low Default Portfolios's - undersampling and oversampling
• PD, LGD and EAD models
Learn more, see the latest agenda and register today at http://www.infoline.org.uk/FKM62573GRCL
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