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Forum on validation of consumer credit risk models

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Author Info
Peter Burns
Christopher Ody
Abstract

On November 19, 2004, the Payment Cards Center and Wharton’s Financial Institutions Center co-sponsored a conference, "Forum on Validation of Consumer Credit Risk Models." The conference brought together leading academics, policymakers, and industry experts to discuss the general principles management can use as keys for effective model validation and risk assessment in a dynamic environment. The conference agenda links to presentations where available.

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File URL: http://www.phil.frb.org/pcc/conferences/2004/05-05Credit%20Risk%20Modeling.pdf
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Publisher Info
Paper provided by Federal Reserve Bank of Philadelphia in its series Payment Cards Center Discussion Paper with number 05-05.

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Date of creation: 2004
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Handle: RePEc:fip:fedpdp:05-05

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Related research
Keywords: Credit scoring systems ; Basel capital accord;

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This page was last updated on 2009-11-27.


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