Credit Risk Modeling (For more information, see www.bluecourses.com )

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Bart Baesens
Published at : 30 Sep 2021
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For more information, see www.bluecourses.com
Credit Risk Analytics is undoubtedly one of the most crucial activities in the field of financial risk management at the moment. With the recent financial downturn and the regulatory changes introduced by the Basel accords, credit risk analytics has been attracting greater attention from the banking and finance industries worldwide. Throughout the course of this webinar Bart Baesens will outline a multilevel architecture for credit risk analytics as follows:
• Level 0: Data
• Level 1: Model
• Level 2: Ratings and Calibration

Furthermore, Bart will discuss challenges across each of these levels such as data quality, model performance measurement and risk measure calibration.

Credit RiskPDLGD

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