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Zoltan Cseh
SPSS Hungary
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| Zoltan Cseh graduated and wrote his PhD thesis from biophysics. Later, in 1998 he changed his career and started to deal with Data Mining. During four years that he spent at a consulting company he participated in numerous analytical projects from different business areas, while his responsibility was continuously increased. In 2002 he worked for one year at the University of Kentucky where he participated in bioinformatic research projects. In 2004, he and three of his earlier colleges established the present Hungarian SPSS franchise. Beside software distribution he puts special efforts on constructing an analytical framework for Clementine that is suitable for Basel II and other risk related projects.
Using Clementine in credit risk analysis and in other areas of Basel II
The main goal of the presentation is to demonstrate the advantages of using Clementine in bank environment. The presentation will highlight Clementine's functionality in terms of user friendliness, flexibility and complexity in relation to Basel II requirements.
The presentation will cover the following subjects
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Building PD (Probability of Default), LGD (Loss Given Default) , EAD (Exposure at Default) models;
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Building pools;
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Calculation of RWA (Risk Weighted Assets) and capital requirements;
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Reporting options.
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