Risk solely It is under credit risk department, I knew quite some there. Basically they are doing internal credit rating modelling, by segmenting their customrs, either corporate or indivduals, into different portfolios. Currently, they are pretty busy with basel II.
2019-07-18 21:23
甄洁
Basel II thanks a lot, it's very helpful. btw, are you working in OCBC? and are they adopting the standardized approach or one of the IRBs?
宗逸亚
Risk solely
It is under credit risk department, I knew quite some there.
Basically they are doing internal credit rating modelling, by segmenting their customrs, either corporate or indivduals, into different portfolios. Currently, they are pretty busy with basel II.