USING AI AND MACHINE LEARNING IN CREDIT RISK MODELLING (EBA PAPER)

#creditrisk #machinelearning #ai #marketrisk #EBA #bankingregulation #banking #creditriskmodels
This video talks about the recently published EBA discussion paper on use of Machine Learning in Credit Risk Modelling. The discussion paper covers of a wide range of challenges regarding using ML/AI models in credit modelling, in particular building IRB models. Yet the paper discusses the potential benefits of using ML/AI models in Credit modelling, including in IRB model building. Although the paper is not detailed and many questions (especially related to regulatory challenges concerning interpretability of these models) are still to be clarified, it indicates the regulators are showing interests in these complex models and may encourage banks to use these models in the future with certain conditions.
Join this channel to get access to perks:
/ @analyticsuniversity
#finance #machinelearning #datascience
For courses on Credit risk modelling, Market Risk Analytics, Marketing Analytics, Supply chain Analytics and Data Science/ML projects contact [e-mail]
For Study Packs : analyticuniversity.com/
Complete Data Science Course : bit.ly/34Sucmb
Access All Coursera Plus courses @ $400 : bit.ly/2ZL51Dd
Discounted courses on Udemy (for $11): bit.ly/2LYU6hp
Free access to Skillshare: bit.ly/2thklJu
Coursera :
Data Science : bit.ly/37nABr6
Data Science Python : bit.ly/2ZK5oMm
Recommended Data Science Books on Amazon :
Python for Data Science: geni.us/PythonDataScience
R for Data Science : geni.us/DataScienceR
Machine Learning using Tensorflow: geni.us/MLinTensorflow
Data Science from Scratch: geni.us/DataSciencefromScratch
Python programming: geni.us/LearnPython
Artificial Inteligence: geni.us/LearnAI
Data Vizualization : geni.us/DataViz

[@AnalyticsUniversity]

To learn Credit risk modelling, Climate risk modelling and Market Risk modelling, please contact contact analyticsuniversity@gmail or whatsapp : [phone]

[@AnalyticsUniversity]

Connect with me on LinkedIn: www.linkedin.com/in/biswajit-pani-2035b734/

[@AnalyticsUniversity]

For Study Packs : analyticuniversity.com/ Complete Data Science Course : bit.ly/34Sucmb Access All Coursera Plus courses @ $400 : bit.ly/2ZL51Dd Discounted courses on Udemy (for $11): bit.ly/2LYU6hp Free access to Skillshare: bit.ly/2thklJu

[@mahimabhargava207]

Thank you; it was very helpful!

[@AnalyticsUniversity]

Thanks!

[@durgesh-chaudhary]

Can we get this ppt?