CREDIT RISK: VINTAGE ANALYSIS This tutorial explains the concept of vintage analysis and how it is used in banking. Vintage analysis is also called...
Tag: risk
ROLL RATE ANALYSIS In this article, we will cover what roll rate analysis is and how it is used in credit risk domain. Introduction...
🔹 How the Model Validation Process at Banks Can Drive Business Impact?? Link: https://www.linkedin.com/embed/feed/update/urn:li:share:7291489903228436480 Model validation isn’t just compliance—it directly impacts revenue, risk, and decision-making....
Are We Forcing Machine Learning to Fit the Logistic Regression Mindset? Link: https://www.linkedin.com/embed/feed/update/urn:li:share:7297637290665820160 In risk model validation, I often see a fundamental misalignment between...
Developing to Developed: The Evolution of Credit Risk Strategies In terms of credit risk strategy, the lending markets in America and Britain undoubtedly lead the...
Tổng quan về ICAAP I. Tỷ lệ CAR, Basel và Tài liệu I.1. Tỷ lệ CAR Tỷ lệ an toàn vốn CAR (Capital Adequacy...
ICAAP – Economic Capital Chào mọi người, Mình đã chia sẻ 1 bài tổng quan về ICAAP theo Thông tư 13. Hôm nay mình...
A COMPLETE GUIDE TO CREDIT RISK MODELLING This article explains basic concepts and methodologies of credit risk modelling and how it is important for...
