Lead Analyst at Infosys Technologies Ltd (specialization Credit risk Model Validation) asks the members of the Credit risk Group on linkedin: "Dear Members, Could you please through some light on how to perform Back testing and Stress testing for PD models (Credit Risk Model).. Thanks in advance!!!"
http://www.linkedin.com/groupItem?vi...NUS_RITM-title
http://www.linkedin.com/groupItem?vi...NUS_RITM-title
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