What (almost) everyone should know about banks, information technology and real economy.
Banks and real economy. Part 0: Introducing Credit Risk
Global Credit Data – North American Conference 2018
Global Credit Data – North American Conference 2019
Banking and Finance
Global Credit Data – North American Conference 2018
Global Credit Data – North American Conference
Read more Global Credit Data – North American Conference 2018
Banks and real economy. Part 0: Introducing Credit Risk
Credit risk can be defined as the risk of losses generated by a change in the counterpart’s ability to perform its obligations. It is a short definition that requires a quite long explanation. Let’s start by analysing the keywords contained in the above definition. Credit risk can be defined as the risk of losses generated…
Read more Banks and real economy. Part 0: Introducing Credit Risk
Global Credit Data – North American Conference 2019
Presentation topic: A modelling framework for Expected Credit Loss calculation and Stress Testing for low-default portfolios PDF presentation: gcd 2019 presenation R code: gcd_R_code_2019.zip The file “gcd_R_code_2019.zip” contains: the R script for replicating the examples run during the presentation (gcd2019_publ.R) the RAdamant source package: needed to produce the nice plots, the Z regression model and the…
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