Conference Grant Award in Credit risk modelling competition
Exeter Risk Management has announced a Conference Grant Award for the best assignment delivery as a part of ERMC contribution in MSC IN ECONOMETRICS AND FINANCIAL MODELLING and cooperation with Sofia Univerisity’s Faculty of Economics and Business Administration.
Course Assignments have been delivered as a result of teamwork where the final assignment was subject to confirmed data sources. The assignment had to cover one of the following topics:
- Credit Acquisition Scorecard* (New Customer Loans case)
- Customer Behaviour Scorecard* (Credit Card case)
- Corporate Failure Model: Z-Score for Bulgarian SME*
- Probability of Default for SME Loans* (winning team)
- Stress Test on Loans Portfolio*
The winning team, which assignment covered the PD Model development for SME topic, will be attending the Edinburgh Credit Risk and Control Conference from August 30 to September 1st: https://www.business-school.ed.ac.uk/crc/conferences .
