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"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 --- Dr Tony Bellotti Lecturer in Statistics Department of Mathematics Imperial College London SW7 2AZ You may leave the list at any time by sending the command SIGNOFF allstat to [log in to unmask], leaving the subject line blank.