KPMG Interview Question
How would you test an LGD model for accuracy?
Interview Answer
Anonymous
Oct 4, 2015
The best way is to look at the LPCR gives you a fair estimate. i you want to go deeper you can look at the confusion matrix
How would you test an LGD model for accuracy?
Anonymous
The best way is to look at the LPCR gives you a fair estimate. i you want to go deeper you can look at the confusion matrix
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