Head of Credit Exposure Modelling recruitment
The team is mainly involved in modelling the various parameters used to quantify counterparty-related credit risk in the following main areas:PD (“probability of default”): the probability of a certain kind of counterparty defaulting; LGD (“loss given default”): the expected loss on an exposure if the counterparty defaults; EAD (“Exposure at Default”): expected outstandings at time of default.These models and the resulting output can be used in:internal ratings systems; regulatory and economic capital calculations; credit product valuations; estimations of future credit losses, provisioning,…Duties:Your Read more […]
June 27, 2012
• Tags: Head of Credit Exposure Modelling recruitment, Risk Management careers in the Belgium • Posted in: Financial • Comments Off on Head of Credit Exposure Modelling recruitment