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?

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Interview Answer

1 Answer

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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

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