Credit Risk Modelling: Introduction to PD,LGD and EAD Day03
1:47:45
YouTubeRiSk UnSolvd
Credit Risk Modelling: Introduction to PD,LGD and EAD Day03
This session takes it up from Credit Risk Modelling: Introduction to Basel Day 02. This session introduces the basic ideas of PD,LGD and EAD models. The key variables required to model the sources of risk relating to Commercial and Retail Products. Developing BASEL models require compliance to certain basic data requirements and analysis. This ...
18.6K viewsJul 10, 2018
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