Credit Risk Modelling under Basel 2011

  • 22-23 Feb 2011
  • London, United Kingdom

Description

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

Past Events

Important

Please, check "Credit Risk Modelling under Basel" official website for possible changes, before making any traveling arrangements

Event Categories

Business: Finance
Services: Banking

Other Events with Similar Categories

Other Events with Similar Location or Organizer

Featured Conferences & Exhibitions