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Corporate PD Model Validation Report by SMH Abbas is a document available to read on EtoBox.

What is Corporate PD Model Validation Report about?

The document presents an independent validation report for a CatBoost-based Probability of Default (PD) rating model, assessing its conceptual soundness, data quality, performance, and calibration. Key findings indicate strong discriminatory power with an AUC of 0.998 on training data and 0.958 on out-of-time data, although concerns about overfitting and calibration accuracy were noted. Recommendations include regular monitoring, recalibration, and addressing identified risks related to data leakage and mis

Author

SMH Abbas

Language

EN