Complimentary Webinar – Demystifying Statistical Modeling
Date: 18th October 2021
As Banks embark on their Basel and IFRS journey, estimations of various risk measures including but not limited to PD, EAD and LGD become necessary tools for successful completion of that journey. Development, testing, and deployment of models for computation of these risk measures come with their own challenges and require good knowledge of Statistics and Econometrics. As part of our Knowledge Sharing Session series, JMR Infotech and BPPL presented the complimentary webinar – Demystifying Statistical Modeling – Designing, Developing, & Deploying Effective Statistical Models, to focus on addressing this challenge.
Dr. Ashok Nag, an established statistical modelling expert shared his thoughts and ideas on how to address the modeling requirements, and enlightened the audience on the topic.