WG Val #1/2016 Kick-off working group Validation
Agenda Discussion Groups aims Dialogue: What are your expectations? Roadmap Next steps Contact person:Nina Brumma Location:Webex call
6 events found.
WG Validation
Events
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WG Val #2/2016 Introduction to Validation
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
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WG Val #3/2016 Credit Risk Validation in UniCredit Bank Austria AG
WG presentation from UniCredit Austria Contact person:Nina Brumma Location:Webex
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WG Val #4/2016 Pitfalls of Rating (PD) Model Validation and how to avoid them
WG presentation by Raiffeisenbank Agenda 1) Pitfalls of Discriminatory Power Validation 2) Pitfalls of PD Validation 3) Discussion Contact person:Nina Brumma
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WG Val #5/2016 LGD Validation for Non-Performing Loans
WG presentation by KfW Agenda 1) Background on LGD for NPL 2) Backtesting for ELBE and LGD in-default Contact person:Nina Brumma
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WG Val #6/2016 AIRB Wholesale Model Validation Tests and Challenges
WG presentation by ANZ