2016 Archives - Page 6 of 18 - Global Credit Data

WG ODF material #9/2016

by Nina Brumma | Dec 12, 2016

Description:WG ODF material #9/2016: Analytics PD termstructures

AIRB Wholesale Model Validation Tests and Challenges by ANZ

by Michael Dhaenens | Nov 7, 2016

Credit Risk Validation in UniCredit Bank Austria AG

by Laszlo Erdelyi | Oct 20, 2016

Description:Agenda Action Point: Spotlight Sessions Member Presentation: Credit Risk Validation in UniCredit Bank Austria AG Introduction Validation process Best practice Open topics Next steps / Timeline

Pitfalls of Rating (PD) Model Validation and how to avoid them

by Michael Dhaenens | Oct 17, 2016

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Validation of IFRS9 Models

WG ODF material #9/2016

AIRB Wholesale Model Validation Tests and Challenges by ANZ

Credit Risk Validation in UniCredit Bank Austria AG

Pitfalls of Rating (PD) Model Validation and how to avoid them

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