When
On Demand
Where
This is an online event.
Price
$9.95 for 30 Day Pass
Brian Winters
IM2 Consulting LLC
646-415-7974
"State of the Art in Credit Risk Modeling" with Bart Baesens
Credit risk modeling is undoubtedly one of the most crucial issues in the field of financial risk management. With the recent financial turmoil and regulatory changes introduced by the Basel accords, credit risk analytics has been receiving even greater attention by the financial and banking industry. In this web series, Bart Baesens will decompose credit risk into its three components: PD (probability of default), LGD (loss given default) and EAD (exposure at default). We will then introduce a multi-level architecture to model the three components and illustrate how this can also be used for back-testing, benchmarking, and stress testing. Throughout the discussion, we will highlight our research, industry experience, and recommendations on the current environment and challenges mentioned. The webinar concludes with an overview and complimentary invitation to our new Self-Paced E-learning course on Credit Risk Modeling led by Bart Baesens.
