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Typical Credit Risk Modelling

By John ChanDecember 10, 2020December 7, 2020Leave a Comment on Typical Credit Risk Modelling

date: 6 Dec 2020 I will share what I know and some thoughts on developing credit risk model. Expected Loss The reason why expected loss is calculated is to determine how much capital a bank/Financial Institution (FI) should hold. The expected loss is not the only factor in determining capital requirements. There are other factors, …

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