KPMG Interview Question: How would you test an LGD mod... | Glassdoor

Interview Question

Intern Interview(Student Candidate) Boston, MA

How would you test an LGD model for accuracy?


Interview Answer

1 Answer


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

Anonymous on Oct 4, 2015

Add Answers or Comments

To comment on this, Sign In or Sign Up.