Credit risk models (IFRS 9, IRB)
A skill of the kind “technical knowledge”, listed by 11 roles, 4 of them as critical.
Also described as
- credit risk modelling
- EAD
- expected loss
- IFRS 9 models
- IRB models
- LGD
- model development credit
- PD
- scorecard development
- IFRS 9
- IRB
- expected credit loss
- impairment models
Roles that need it
Where the weights come from
The weight is this skill's share of each role; the weights of one role add up to 100 percent.
Source: the EFO role catalogue, built from the ESCO classification and reviewed by the editors.
Critical for
- Credit Risk Model DeveloperYour role
- Credit Risk AnalystYour role
- Corporate Credit AnalystYour role
- Data Scientist (Banking)Your role
Important for
- Merchant Underwriting & Risk AnalystYour role
Supporting in
- ALM AnalystYour role
- Risk Advisory ConsultantYour role
- Capital Reporting AnalystYour role
- Internal Audit ConsultantYour role
- Regulatory Reporting AnalystYour role
- Liquidity Reporting AnalystYour role
Processes where it is used
- Credit risk and lending decisions
- Model development and validation