The Risk Analytics team is in charge of developing corporate credit models for the bank. These models include Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD). The Role:
– Develop PD/LGD/EAD models for Corporates
– Conduct Regular and ad-hoc validation of scorecard performance, Basel II PD, LGD and EAD models as well as portfolio stress testing
– …
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