At our most recent Credit Risk webinar, “Resolving the Credit Risk Conundrum: Fundamental Analysis or Market Signals?” we discussed the current challenges in credit risk management, surveillance, and how to navigate the credit landscape.
Key topics included:
- Scoring models and PD models
- The case for utilizing both market signals and fundamental measures of credit risk
- Point in time, short to mid-term, and mid to long-term time horizons
- Navigating the credit landscape via the Spectrum of Credit Measures
Based on the response and inquiries submitted during the webinar, one of our speakers, Marcel Heinrichs, decided to take a closer look at some questions asked and provided answers in the following Q&A.