Windsor
 

Book Now

 

In brief

This is a short course designed to provide an understanding of roll rates and their use in forecasting.

The sections are:

 - Introduction to roll rates

 - Projecting by multiplying roll rate matrices

 - Markov Chains

 - Sensitivity of Markov Chains

 - Practical uses of chained roll rates

 - Issues with the models

 - Advanced Markov Chains

 - Summary

 

Exercises

- Multiplying roll rate matrices

- Creating a Markov Chain

- Interpreting the Markov Chain output

- Evaluating sensitivities and issues

- Using Vintage in a Markov Chain

 

Course length: flexible online

 

Who should attend?

Designed for Credit risk or fiannce analysts seeking a better undersyanding of roll rates and how to use them in forecasting.

 

Price

195 for the first delegate. Contact us for multiple booking discounts.

 

 

 
<

© Copyright WindsorCME Ltd 2013. All Rights Reserved.