Monday, September 3, 2018

Credit Risk Analytics Interview Questions and Answers

In this video you will learn about 50 very important credit risk modelling interview questions and their answers.



To learn credit risk modelling (Development of POP, PD, LGD, EAD models, Model validation, Stress testing, Back testing). Contact : analyticsuniversity@gmail.com



Credit Risk Analytics Study packs: http://analyticuniversity.com/credit-risk-analytics-study-pack/



Some of the credit risk modelling questions discussed in the videos (and many more):



1- What were the main objectives of Basel 1

2-What were the main objectives of Basel 2

3-What is Capital Adequacy ratio

4-What are tier 1 & tier 2 capital

5-How does IFRS9 effects credit loss modeling?

6- What is CCAR?

7- What is PPNR?

8-What are the objectives of credit rating model?

9-What are LCR & NSFR

10-What is the difference between Expected loss and Unexpected loss

11- What is the main difference between wholesale & retail banking?

12- How do we test for multicollinearity

13-How do you deal with autocorrelation?

14-How do you deal with Heteroskedasticity??

15-What are the metrics used for model monitoring?

16-What are the aspects of model risk?

17-Guidelines for model development

18-What are the different aspects of Model Validation?

19-What are the aspects of model audit?

20-How do you perform back testing?




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