Session Descriptions

Understanding the PD Curve

Tuesday, August 27, 2024

2:30 p.m. to 3:45 p.m.

The ongoing evolution to improve the value of PD model. How to use data analysis to improve and validate PD models.

Learner Outcomes:

1. Follow the journey of an Association’s PD model evolution.
2. Examine tactics used to update and validate PD Model design.
3. Explore the variables that meaningfully impact the model.
4. Assigning PD’s within a broader credit/underwriting framework.
5. Balancing objective and subjective factors when assigning credit classification