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Learn more about modeling economic impact on credit risk

The FICO presentation on Economic Impact Grade Migration Modeling that won the Paragon Award for Best Paper at the Credit Scoring and Credit Control XII conference in Edinburgh last month has been posted online, along with the other conference papers, at: www.crc.man.ed.ac.uk/conference/archive/2011.html.

I will be giving a webinar on this topic Monday, September 26, as a preview of my presentation at FICO World 2011. My presentation, like the one at Edinburgh, explores how marrying credit scoring with economic forecasts can help lenders take a counter-cyclical approach to risk management, as called for in Basel III.

In addition to my presentation, FICO World 2011 will have many related presentations, including other sessions describing this economic impact technology and its applications.

As always, I am indebted to FICO’s Johan Jansen van Rensburg, who co-authored the presentation with me.

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