In this context, financial industry representatives, regulators and academics worldwide have given new impetus to efforts to improve credit risk modeling for countries ... It considers modifications ...

This course provides insights into the effective management of credit risk models, focusing on the latest Basel 3.1 and IFRS 9 requirements. Participants will deepen their understanding of key ...

this in-person learning event will provide valuable insights into credit risk model management. Participants will learn how to validate credit risk models by deep diving into the five pillars of model ...

Annals of Economics and Statistics No. 140, December 2020 On the Dependence between Default Risk a... On the Dependence between Default Risk and Recovery Rates in Structural Models This is the ...

Pagaya's loan strategy faces challenges amid macro headwinds and poor performance. Click here to read an analysis of PGY ...

A structural vector autoregression ... in the last decade. The model identifies and quantifies the contribution on bond spreads from global market conditions (including funding liquidity, market ...