Modelling uncertainty in credit risk

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Presented by

Alex Bernhardt | Marie Diron | Sixtine Dubost | Carmen Nuzzo | John Ploeg | Angelina Valavina

About this talk

This webinar, organised as part of the ESG in Credit Risk and Ratings Initiative, will explore the differences between forecasts and scenario analysis, in particular, how to consider different time horizons in credit risk assessments.
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