Dear Stachanov Holding , Please share about these videos. 1) Learn how to calculate Credit Scores 2) “Heat” map for Excel application Risk Management 3) Application of Vintage Analysis in Credit Risks in Excel 4) Excel application of "Migration Matrices" in risk management
Hello, You will find the following videos on credit scoring: 1) Old school expert scoring : ruclips.net/video/on2DxxN2ZDU/видео.html 2) Bayesian scoring : ruclips.net/video/ZDVMOsoXsz4/видео.html 3) Logistic regression scoring : ruclips.net/video/Ih5-YiIlJV0/видео.html 4) Altman Z scoring : ruclips.net/video/l2lno8BB_SE/видео.html For migration matrices : ruclips.net/video/sAqhzUBlYY4/видео.html All the best, André Koch
Thank you for your comment. The savings are just an initial assumption. In this example they are not part of the stress test to keep things simple. Savings remain at EURO 850 throughout all quarters. I hope you found the spreadsheet at www.stachanov.com/en/downloads Best, André Koch
Hello I just followed your video on the stress test and I find it very interesting, is it possible to have a copy of the excel file please, I thank you in advance
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6 hours of studying local regulatory requirment on stress testing explained in 4 mins. Thank you for this short and easy to build on lesson.
Thanks for your comment. Glad to hear that this video was helpful. Best, André Koch
This is a spot on video with a simple model that is easy to understand and build in a pragmatic way. I'm following up. Got yourself a new subscriber.
Glad it was helpful!
Dear Stachanov Holding ,
Please share about these videos.
1) Learn how to calculate Credit Scores
2) “Heat” map for Excel application Risk Management
3) Application of Vintage Analysis in Credit Risks in Excel
4) Excel application of "Migration Matrices" in risk management
Hello,
You will find the following videos on credit scoring:
1) Old school expert scoring : ruclips.net/video/on2DxxN2ZDU/видео.html
2) Bayesian scoring : ruclips.net/video/ZDVMOsoXsz4/видео.html
3) Logistic regression scoring : ruclips.net/video/Ih5-YiIlJV0/видео.html
4) Altman Z scoring : ruclips.net/video/l2lno8BB_SE/видео.html
For migration matrices : ruclips.net/video/sAqhzUBlYY4/видео.html
All the best, André Koch
Thanks for this feedback Elnare, am interested in the vintage analysis too
The spreadsheet can be found here www.stachanov.com/en/downloads. Best André Koch
Dear Stachanov Holding B.V.,
Please explain how to make stress testing of operational risk as per ECB EU and FRS USA requirements.
Thanks in advance.
Dear Imir, thanks for you request. I am a bit busy at the moment , so I cannot honor this quickly. Best, André Koch
Very useful, thank you for the demonstration. Could you explain how you calculate Saving% on the right side of the table?
Thank you for your comment. The savings are just an initial assumption. In this example they are not part of the stress test to keep things simple. Savings remain at EURO 850 throughout all quarters. I hope you found the spreadsheet at www.stachanov.com/en/downloads Best, André Koch
Hello I just followed your video on the stress test and I find it very interesting, is it possible to have a copy of the excel file please, I thank you in advance
You're are very welcome. You'll find the sheets here in English and French: www.stachanov.com/en/downloads. Best, André Koch
@@StachanovSolutionsServices Thank you so much for sharing the Excel. I'm most grateful. Good job.
@@prayers4allable You're very welcome.
Very educative,how can I access this Excel template?
Thanks!
Here you go www.stachanov.com/en/downloads
Best, André Koch