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Seminar
Department of Systems Engineering and Engineering Management
The Chinese University
of Hong Kong
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Title
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Probability of Default
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Speaker
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Dr. Hua Xiang
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Senior Independent Model Validation Manager |
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Asia Pacific Credit Risk Management, HSBC |
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Date
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Mar. 11th, 2011 (Friday)
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Time
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4:30 p.m. - 5:30 p.m.
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Venue
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Room 513
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William M.W. Mong Engineering
Building
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(Engineering Building Complex Phase 2)
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CUHK
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Abstract:
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Probability of Default
(PD) is the key in credit risk management. The talk will trace the evolution
of PD modeling techniques in banking industry and discuss the measurement for
a good model.
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Biography:
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Hua reviews credit risk model for both retail
and wholesale business at HSBC Asia Pacific Regional Office. She has been in
data mining and modeling area in banking industry for 7 years in both US and Hong Kong. Before moving back to Hong
Kong, Hua managed Optimization team
for Decision Science Dept at RBS in US. Hua
received her PH.D in SEEM in CUHK.
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************************* ALL ARE WELCOME ************************
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