getting to know the new definition of default 2018/07/13

The greatest part of my time at working is spent looking at those great piece of statistical machinery that credit risk models are. That is why I was recently required to prepare a short course about the new definition of default, which is goign to be applied from 01/01/2021 on. It is quite a unexplored topic in the sector and I haven’t found a lot of teaching material online, that is why I tought to share here the brief deck of slide I produced for the occasion.

tags: /