Back Testing/Validating Credit Scoring Model

Location

Naples, FL
United States

Date
September 30, 2018
Type
Presentation
Event Type
Annual Conference
Presenters
Michael Dutka
Rachel Reisenauer
Ender Cheung
Description

Once a credit risk model has been created with agreed-upon assumptions, it can be tricky to implement without proper data to support the results. A panel discussion will focus on how a credit department can be well equipped and informed to do a qualified review of their own checks and balances focusing on model validation and backtesting.

1.5 hrs CPE - Finance; 1.5 hrs CE

Objectives:

  • To gain an understanding of how to ensure your models perform accurately and consistently.