Credit Risk Modeling (For more information, see www.bluecourses.com )

Автор: Bart Baesens (DataMiningApps)

Загружено: 2015-06-22

Просмотров: 171490

Описание:

For more information, see www.bluecourses.com
Credit Risk Analytics is undoubtedly one of the most crucial activities in the field of financial risk management at the moment. With the recent financial downturn and the regulatory changes introduced by the Basel accords, credit risk analytics has been attracting greater attention from the banking and finance industries worldwide. Throughout the course of this webinar Bart Baesens will outline a multilevel architecture for credit risk analytics as follows:
• Level 0: Data
• Level 1: Model
• Level 2: Ratings and Calibration

Furthermore, Bart will discuss challenges across each of these levels such as data quality, model performance measurement and risk measure calibration.

Credit Risk Modeling (For more information, see www.bluecourses.com )

Доступные форматы для скачивания:

Скачать видео mp4

Информация по загрузке:

Скачать аудио mp3

Похожие видео

Basel 4 Framework - Implications and Strategies | IIQF

Basel 4 Framework - Implications and Strategies | IIQF

Applying Machine Learning to Help Detect Financial Crime

Applying Machine Learning to Help Detect Financial Crime

Credit Risk Webinar

Credit Risk Webinar

7. Value At Risk (VAR) Models

7. Value At Risk (VAR) Models

Credit Risk (2025 CFA® Level I Exam – Fixed Income – Learning Module 14)

Credit Risk (2025 CFA® Level I Exam – Fixed Income – Learning Module 14)

Boosting Credit Risk Models

Boosting Credit Risk Models

Operational Risk

Operational Risk

ESG – climate-risk quantification and stress testing

ESG – climate-risk quantification and stress testing

Boosting Credit Risk Models by Prof. Bart Baesens

Boosting Credit Risk Models by Prof. Bart Baesens

Loss Given Default as a Function of the Default Rate

Loss Given Default as a Function of the Default Rate

Machine Learning - Simple Overview & How it used in Credit Risk Modeling in a Bank

Machine Learning - Simple Overview & How it used in Credit Risk Modeling in a Bank

Model Risk

Измерение кредитного риска (FRM Часть 1 2025 – Книга 4 – Глава 6)

Измерение кредитного риска (FRM Часть 1 2025 – Книга 4 – Глава 6)

FRTB Market Risk Capital Explained: What It Is and Why You Should Care

FRTB Market Risk Capital Explained: What It Is and Why You Should Care

Soledad Galli - Machine Learning in Financial Credit Risk Assessment

Soledad Galli - Machine Learning in Financial Credit Risk Assessment

26. Introduction to Counterparty Credit Risk

26. Introduction to Counterparty Credit Risk

📘 Measuring Credit Risk – FRM Part 1 (VRM 6) | Live Class Recording by MidhaFin

📘 Measuring Credit Risk – FRM Part 1 (VRM 6) | Live Class Recording by MidhaFin

Credit Scoring Project using Machine Learning | Risk Modelling | Logistic Regression | ML Project#1

Credit Scoring Project using Machine Learning | Risk Modelling | Logistic Regression | ML Project#1

Stress Testing in Banking

Stress Testing in Banking

Introduction to Analytics

Introduction to Analytics