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While preparing the Rating Tools (used to underwrite) specialized loans (project finance, object finance etc.), Underwriters go by their expert knowledge. Experts can identify the risk drivers and post that - they can assign expert weights directly or use a statistical tool for assigning weight. The latter is more preferred. These weights are used to categorize the portfolio in the 5 slots as prescribed by EBA under regulatory guidelines.

I want to know/learn about some of these statistical methodologies. If some one can share their knowledge or guide me to the same that would really help. Some of the techniques I have come across are AHP and Conjoint Analysis. Any working example on these 2 techniques would also help.

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