毕博-上海银行—CreditRisk_Presentation_May2002.pptVIP

ModelingCreditRiskinAsianContext: TheBuildingBlockApproach May2002 ;Introduction to Credit Risk Modeling;Introduction: Recent Developments in Credit Risk Modeling;Data issue Historical portfolio information often not available Applicability of external data is (highly) questionable Quality of data is highly questionable ;Credit Risk Modeling: Conceptual Framework and Building Block Approach;Credit Risk Modeling: Conceptual Framework ;Modeling Credit Risk: The Building Block Approach;Phase 1: Designing and Implementing an Effective Credit Risk Infrastructure;Product Coverage;Modeling Cr