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Validation Tools, Tests and Analyses

Document

Author: 
Soumen Pradhan, Capital One & Nina Brumma, GCD
Topics: 
Validation of credit risk models
Validation of PD models
Validation of LGD models
Validation of EaD/CCF models
File Type: 
GCD conference material: member presentation
Publication Year: 
2017
Groups audience: 
- Private group -
Workflow status: 
Final
Group content visibility: 
Public - accessible to all site users