1. Explain PD, LGD, EAD 2. Python Questions: use 'describe' to show the dataframe's info 3. what is p-value 4. confidence interval 5. How to find outlier 6. VaR
Credit Model Interview Questions
40 credit model interview questions shared by candidates
General, what do you know about credit risk modeling in the bank and the ECB and Basel regulations on it?
What is the difference between capital and provision?
Q: If I give you a time series of prices, how would you calculate the volatility?
Q: Explain Ito's Lemma
Econometrics and statistical questions
Tell me about yourself; Walk me through kind of questions for BQ
What were my university grades?
What is your experience with Credit Risk.
How would you predict a default rate? What steps would yo take to get to the final solution?
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