[R] Using R for credit risk modelling

archboldways at hotmail.com archboldways at hotmail.com
Sat Oct 24 12:23:48 CEST 2015


Good day,

I am looking for assistance in applying R to credit risk work mainly:
1. Credit scoring where a client can get any one credit risk rating from more than two possible ratings e.g Very Good, Good, Fair, Bad, Very Bad.
2.Economic capital calculations and RAROC models.

Would be grateful for any assistance...even resources to study.

Archie

Sent from my Huawei Mobile


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