In a context, where banks are looking to improve their Return on Equity and supervisors strengthening their positions, this whitepaper aims to provide clues for optimizing Post-Scoring classification as well as analysing the relationship between the number of classes in a rating scale and the impact on regulatory capital for LDPs.
Post-Scoring Classification for Low Default Portfolios
- Global Research & Analytics
- Posted on March 14, 2019

B. Genest
Partner at the London office. He is specialized in Risk & Finance and head of Global Research & Analytics.
See all posts - In this article: Banks, Credit Risk, GRA, LDP