"Model Risk in Retail Credit Scoring – Statistical Issues" one day workshop
28 September 2012
Imperial College London
South Kensington campus
SW7 2AZ
LONDON, UK
The assessment and management of model risk is a pressing concern in retail credit risk modelling. Being clear
about model risk allows better understanding of the uncertainties in decision making based on risk models. We look at statistical issues relating to model risk including model misspecification, robustness and sensitivity analysis, selection bias and stress testing. This workshop will be of value to practitioners in the retail finance sector and academics working in this field.
www2.imperial.ac.uk/~abellott/ModelRiskWorkshop.html
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Dr Tony Bellotti
Lecturer in Statistics
Department of Mathematics
Imperial College London
SW7 2AZ
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