Post-Scoring Classification for Low Default Portfolios

Global Research & Analytics

Post-Scoring Classification for Low Default Portfolios

In a context, where banks are looking to improve their Return on Equity and supervisors strengthening their positions, this whitepaper aims to provide clues for optimizing Post-Scoring classification as well as analysing the relationship between the number of classes in a rating scale and the impact on regulatory capital for LDPs.

Published by B. Genest

Article Global Research & Analytics - Post-Scoring Classification for Low Default Portfolios - 14 March 2019

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In this article : Credit Risk LDP Banks GRA

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