Blogs

Rating Scale Comparison Counterparty Risk Rating Scale Rating Models Process of Building Rating Models from Data Preparation to Model Validation

You never know until you look at the facts, thus you need to access the validity yourself. Goes straight to

Difference between Commercial Banking for SME and Corporate Banking for large corp One often misused argument that the bankers from

VIT/PIT Factors to consider along time Dynamic PD analysis unravels the real counterparty PD Projecting financials forward Dynamic PD analysis

Analysts often rely on information contained in a company’s financial statements as a primary source of information about the company.

Investigate in order of priority Materiality relative to company’s EQUITY BUFFER. For example: Materiality If the material item were found

6 Degrees of Separation from Cashflow 2 Key Ratios Financial Risk 2. Debt Service Capacity (DSC) Both ratios are interrelated.

Time Changes Everything Deterministic vs Probabilistic PIT Analysis PIT Analysis – How to use 3 Dimension Analysis for NTM (Next

Overview Definitions and parameters Reimagined EL model Theoretical outcomes Link to Daniel Dolphin Time allocation How much time to be

Underlying Risks in Balance Sheet Companies trading in Physical Assets (Corporates) Companies trading in Financial Assets (Financial Institutions) Settlement approach