| University | University of London (UOL) |
|---|---|
| Subject | Credit Risk Assignment |
REQUIREMENTS:
- Approach to be based on empirical data.
- The approach should be detailed enough to be replicable by a third party with little supervision.
- Data inputs should be available from publicly available sources.
- Computer code should be produced in an open source programming language.
- Final deliverable should include: description of the methodology with detailed steps, data files and program code scripts.
- Final Correlation estimates should possess an acceptable level of statistical significance.
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