Advanced Credit Risk Modelling, Validation and Stress Testing
- Jun 30, 2014 at 11:00 to Jul 1, 2014 at 19:00 UTC+02
- Location: Central London
- Description:
Workshop objectives and overview
In this workshop, Leigh Baker (RCalc Partners) will first explore the advanced techniques for building high-performing PD, LGD and EAD models. Firms will then learn extensively how to validate these models both from a
- Created by: Haydn Gush
June 30, 2014
Monday