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The approach should be detailed enough to be replicable by a third party with little supervision: Credit Risk Assignment, UOL, UK

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The approach should be detailed enough to be replicable by a third party with little supervision: Credit Risk Assignment, UOL, UK

UniversityUniversity of London (UOL)
Subject Credit Risk Assignment

REQUIREMENTS:

  • Approach to be based on empirical data.
  • The approach should be detailed enough to be replicable by a third party with little supervision.
  • Data inputs should be available from publicly available sources.
  • Computer code should be produced in an open source programming language.
  • Final deliverable should include: description of the methodology with detailed steps, data files and program code scripts.
  • Final Correlation estimates should possess an acceptable level of statistical significance.
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