Incorporating Regulatory Reform into Credit Risk Modelling 2015 is a conference dedicated to the latest regulatory standards for benchmarking PD and LGD models.
Incorporating Regulatory Reform into Credit Risk Modelling 2015 covers topics such as:
- The complexities implied by using both internal and external models
- What the impact of the European benchmarking exercise will mean in practice , considering both high and low risk portfolios
- Insights on credit risk stress testing
- What changes need to be made to modelling practices to suit the current regulatory environment
