WG Val #4/2016 Pitfalls of Rating (PD) Model Validation and how to avoid them

October 17, 2016 @ 10:00 am - 11:00 am UTC+1

WG presentation by Raiffeisenbank

Agenda

1) Pitfalls of Discriminatory Power Validation

2) Pitfalls of PD Validation

3) Discussion

Contact person:

Nina Brumma

Details

Date:: October 17, 2016
Time:: 10:00 am - 11:00 am UTC+1
Event Category:: WG Validation

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WG Val #4/2016 Pitfalls of Rating (PD) Model Validation and how to avoid them

October 17, 2016 @ 10:00 am - 11:00 am UTC+1

Details

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