Retail Model
From Open Risk Manual
Revision as of 19:47, 27 January 2021 by Wiki admin (talk | contribs)
Definition
Retail Model is a generic description for risk models applied to areas of Consumer Finance.
It may apply to products such as credit cards, overdraft facilities and mortgage and may concern the modelling of Credit Risk, Prepayment Risk etc.
Issues and Challenges
- Subprime credit risk models
