Events at CERGE-EI

Wednesday, 31 October, 2018 | 17:30 | Economics Discovery Hub

Practical Workshop: Credit Risk Modeling

Wednesday, 31 October, 2018
Time: 17:30 - 19:30
Course instructor: Jaroslav Kačmár (Manager, EY),

Registration for this workshop is open.

Please read about our selection process. Follow EDH on Facebook for the latest news and tips.

Dive into the world of credit risk models in this hands-on workshop with EY expert.

We will look at:

  • Credit risk models used in financial institutions (IRB, PD, EAD, LGD, ELBE, …)
  • Model evolution principles, data manipulation
  • Methods used to validate models
  • Programming languages and tools, overview and examples of web applications


We thank our partner for supporting the Economics Discovery Hub.

EY supports the Economics Discovery Hub