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Define Data Tests for Basel II IRB/AIRB Credit Risk Model | Elance Job
Title:   Define Data Tests for Basel II IRB/AIRB Credit Risk Model | Elance Job
Created:   09/28/2011 5:01 AM
Description:   Reflecting on your experience developing Basel II Internal Ratings-based Approach (IRB / AIRB) credit risk models, what possible errors in input data might lead to inflated calculation of model parameters such as PD, LGD, EAD, M, RWAs etc?

Projec...



Category: Finance & Management > Other - Finance & Mgmt

Type and Budget: Fixed price (Not Sure) Escrow

Time Left: 14 d, 4 h (Ends Oct 12, 2011 10:22 am ET)

Start Date: Sep 27, 2011

Proposals: 4 (High n/a, Low n/a, Avg n/a)

Client: boblevy_t (1 jobs posted, 0% awarded, $0 total purchased, Payment Method Not Verified)

Client Location: , United States

Preferred Job Location: Anywhere

Desired Skills: N/A

Job ID: 26336429


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Category:   Writing
Finance Research
Website:   eLance
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