Library
If you're a member please login in the top right corner to access the full library.
| Name | Date | Event |
|---|---|---|
|
Reference Dataset LGD report Large Corporates 2018 |
15 June 2018 | |
|
Material GCD Conference Stockholm June 2018 (one zip-file) |
15 June 2018 | |
|
Getting the most out of your GCD Membership (Platforms, Working Groups and more) |
15 June 2018 | |
|
Credit Risk modelling experiences |
15 June 2018 | |
|
EBA's review of the IRB approach |
15 June 2018 | |
|
Non-retail EAD modelling with GCD data |
15 June 2018 | |
|
The EBA Guidelines on PD, LGD and EAD Estimation Q&A |
15 June 2018 | |
|
Understanding GCD's Benchmarking Platform: Predicted Credit Risk Parameters |
15 June 2018 | |
|
Practical PD Estimation: Calibrating LRA Default Rates & the margin-of-conservatism framework |
15 June 2018 | |
|
Behind the scenes: Reference Data Set Creation for the LGD Report |
15 June 2018 |