The financial crisis has put credit risk management into the regulatory spotlight and financial institutions have had to adopt new processes and practices to understand their exposure and likelihood of a financial loss.
- Explain why and how banks have built credit risk models to measure the probability of a borrower defaulting on their debt obligations and how these analytic techniques are used to manage a credit portfolio.
- Discuss how changes in borrowers’ characteristics and the economy impact Point In Time (PIT) and Through The Cycle (TTC) probability of defaults and the effect these would have on bank capital requirements.
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