Discussion Paper

Forum on validation of consumer credit risk models

Abstract: On November 19, 2004, the Payment Cards Center and Wharton?s Financial Institutions Center co-sponsored a conference, \"Forum on Validation of Consumer Credit Risk Models.\" The conference brought together leading academics, policymakers, and industry experts to discuss the general principles management can use as keys for effective model validation and risk assessment in a dynamic environment. The conference agenda links to presentations where available.

Keywords: Credit scoring systems; Basel capital accord;

Bibliographic Information

Provider: Federal Reserve Bank of Philadelphia

Part of Series: Consumer Finance Institute discussion papers

Publication Date: 2004

Number: 05-05