Credit Risk Model Development Support and Validation

Credit Risk Model Development Support and Validation - Credit Rating Agency

Credit Risk Model Development Support and Validation - Credit Rating Agency

Developed models with negative amortisation feature for 80+ RMBS deals.

Performed rating analyses and reviewed deal structures against prior versions of the model to verify consistency and accuracy.

Perfomed validation for 10+ models for SLABS deals and assessed the ratings for the bonds.


 

Colin Farquhar_380x380
Colin Farquhar
Director
+44.78.3391.4420
Linked
Bernadine Reese
Bernadine Reese
Managing Director
+44.20.7024.7589
Linked