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.



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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?