Credit Risk Parameters, Not Analytics, Create Errors

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NEW YORK--The good new for risk managers is that several internal and commercial credit risk portfolio models have been recently developed. The bad news, however, is that the disparity in the inputted parameters required by various models-and not their internal analytics-create equally divergent risk outputs that lead to inconsistent recommendations for credit risk management, risk-based pricing and portfolio optimization. To offset this problem, risk managers should focus on the most accurate

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