#creditrisk #creditriskmodelling
In this video you will learn about 50 very important credit risk modelling interview questions and their answers.
To learn credit risk modelling (Development of POP, PD, LGD, EAD models, Model validation, Stress testing, Back testing). Contact : analyticsuniversity@gmail.com

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1- What were the main objectives of Basel 1
2-What were the main objectives of Basel 2
3-What is Capital Adequacy ratio
4-What are tier 1 & tier 2 capital
5-How does IFRS9 effects credit loss modeling?
6- What is CCAR?
7- What is PPNR?
8-What are the objectives of credit rating model?
9-What are LCR & NSFR
10-What is the difference between Expected loss and Unexpected loss
11- What is the main difference between wholesale & retail banking?
12- How do we test for multicollinearity
13-How do you deal with autocorrelation?
14-How do you deal with Heteroskedasticity??
15-What are the metrics used for model monitoring?
16-What are the aspects of model risk?
17-Guidelines for model development
18-What are the different aspects of Model Validation?
19-What are the aspects of model audit?
20-How do you perform back testing?


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