Validation Risk Models

The practice of quantitative risk management has reached unprecedented levels of sophistication. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on sophisticated computer systems, developed and operated by dedicated, highly qualified specialists.

Authors: Scandizzo, S.

Develop and Validate Basel A-IRB Credit Risk Models Using R Programming

A quick understanding and review of all important concepts for FRM part 1 exam.

Master Credit Risk Scoring with Real-World Data and Advanced Techniques with Sector Best Practices using Python

A practical guide to IFRS 9 credit risk modelling — covering PIT PD, Lifetime PD, ECL calculations, and validation COURS

Senior management are expected to make crucial business decisions using complex risk models that, without specialized quantitative financial knowledge, can lead to ill judged choices.

Building credit risk assessment model and predicting credit score with logistic regression, random forest, and KNN