Events

Explore proven methods for:

• Constructing Basel credit risk models
• Producing long-run through-the-cycle models
• Developing point-in-time PD models
• Building downturn LGD and EAD / CCF models

Examine how to:

• Devise models for retail and corporate portfolios of any size
• Maximise the chance of models meeting regulatory requirements
• Document and communicate the workings of your model

Gain the skills to:

• Avoid common modelling errors
• Ensure that best practice methods are used
• Validate models of all types