This event has passed.

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

Name: WG Val #4/2016 Pitfalls of Rating (PD) Model Validation and how to avoid them
Start: 2016-10-17T10:00:00+01:00
End: 2016-10-17T11:00:00+01:00

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