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Credit Risk Modelling under Basel 2011
22-23 Feb 2011
London, United Kingdom
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Credit Risk Modelling under Basel 2011
What makes this credit risk modelling workshop unique?
It`s the only event providing a practical introduction / refresher on:
Understanding key regulatory requirements for model construction and validation
Developing sound PD, LGD and EAD models
Avoiding typical pitfalls and traps
Validating, monitoring and interpreting these models appropriately
Identifying and resolving data problems
Using both statistical models and expert models separately and together
Applying the correct model formulations when default levels and loss levels are low
Building downturn LGD/EAD estimates and Long-Run PD estimates
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Past Events
Credit Risk Modelling under Basel 2011 - 22-23 Feb 2011, London, United Kingdom
(10944)
Credit Risk Modelling under Basel 2026
Important
Please, check "Credit Risk Modelling under Basel" official website for possible changes, before making any traveling arrangements
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