network profile
| bio | website | |
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| visits | member for | 11 months |
| seen | Mar 12 at 7:16 | |
| stats | profile views | 8 |
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Oct 31 |
awarded | Supporter |
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Oct 15 |
comment |
Multi Factor Credit Risk Models Jeff, somehow missed that in my original post. I am having a portfolio of consumer loans for which the risk characteristics such as PD/LGD/EAD etc. are known. The credit risk model that I am building is to generate the the loss distribution for such a portfolio. It is in this context that I am evaluating multi factor models. |
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Oct 15 |
awarded | Student |
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Oct 15 |
asked | Multi Factor Credit Risk Models |
