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Weights assigned to Rating Factors
A rating/scoring model can be developed based on, a) Statistical Analysis (if sufficient data, especially with regard to defaults, is available), or, b) Expert Judgement (if sufficient data, especially with regard to defaults, is not available). It is also pertinent to mention here that...- mlp12
- Post #5
- Forum: P2.T6. Credit Risk (25%)
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Tenor Premium
> Could you please tell me how tenor premium for a loan be computed in the > absence of historical tenor-related-default data?- mlp12
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- Forum: P2.T7. Basel II & Regulatory