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MODELLING CREDIT RISK ESTIMATES MODELLING CREDIT RISK ESTIMATES

MODELLING CREDIT RISK ESTIMATES - PowerPoint Presentation

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Uploaded On 2017-05-24

MODELLING CREDIT RISK ESTIMATES - PPT Presentation

PRUDENTIAL CREDIT RISK MODELLING FOR SUPERVISORY PURPOSES 22 OCTOBER 2014 Martin Rauchenwald Phillip Escott Agenda and objectives of this session AGENDA Introduction to Oliver Wyman Credit Risk modelling ID: 551574

approaches credit data provisions credit approaches provisions data risk cash portfolios values concern

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