Hofstra University GARP-Global Association of Risk Professionals Chapter and HQT-Hofstra Quants & Traders will be co-hosting a seminar on Wednesday November 12, 2014 from 6pm to 8pm in the Martin B. Greenberg Trading Room at CV Starr Hall.
Topic: “Common Challenges in the Development of a Statistical Credit-Worthiness Model”
Speaker: Alma Chen, Associate Director, Head of Analytic Development Group Americas, S&P Capital IQ®,
In this presentation, Alma Chen will cover the type of model to be considered in credit risk segment; how to collect the right ingredients for the model and the methodologies; and how to measure the performance, and will conclude with a discussion.
This event is free for GARP members, please register at GARP’s website using the link above.
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