WG ODF #5/2016: Audit results H1/2016
WG ODF #5/2016: Audit results H1/2016 Contact person:Daniela Thakkar Location:Webex call
WG ODF #5/2016: Audit results H1/2016 Contact person:Daniela Thakkar Location:Webex call
Challenges in backtesting & validation of expected loss models Contact person:Daniela Thakkar Location:Webex call
WG ODF #7/2016: Analytics H1/2016 Contact person:Daniela Thakkar Location:Webex call
Agenda Discussion Groups aims Dialogue: What are your expectations? Roadmap Next steps Contact person:Nina Brumma Location:Webex call
WG ODF #7/2016: Critical Mass Rules Contact person:Daniela Thakkar Location:Webex call
WG ODF #8/2016: Further analytics / research Contact person:Daniela Thakkar Location:Webex call
Agenda Introduction of new FG chair What is validation? Recent regulatory developments: TRIM IF GCD 2014 Survey results on validation Next steps / Timeline Contact person:nina brumma
WG presentation from UniCredit Austria Contact person:Nina Brumma Location:Webex
WG presentation by Raiffeisenbank Agenda 1) Pitfalls of Discriminatory Power Validation 2) Pitfalls of PD Validation 3) Discussion Contact person:Nina Brumma
WG presentation by KfW Agenda 1) Background on LGD for NPL 2) Backtesting for ELBE and LGD in-default Contact person:Nina Brumma
WG presentation by ANZ
Working Group meeting Location:Webex
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