Library
| Name | Date | Event |
|---|---|---|
|
Agenda European Conference Stockholm June 2018 |
17 April 2018 | European GCD Conference Stockholm June 2018 |
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LGD Report Large Corporates 2018 First ever report of extensive analytics on LGD data highlights high recovery rate for banks on defaulted debt from large corporate borrowers |
09 April 2018 | |
|
Invitation European Conference Stockholm |
07 March 2018 | European GCD Conference Stockholm June 2018 |
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Summary IFRS 9 Benchmarking Study 2017 (Large Corporates) Report of the 2017 IFRS 9 Benchmarking study. Log in or register to get access |
23 January 2018 | |
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Downturn LGD Study 2017 Does loss given default (LGD) depend on the economic cycle and if so how can it be measured? |
01 December 2017 | |
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Variety of methodologies used in IFRS 9 impairment modelling This presentation has been prepared by GCD executives to present at the Task Force Provisioning of the Basel Committee. |
31 October 2017 | |
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Measuring Pit-ness in a rating system: Test of 4 Pitness measure using GCD data This document has been prepared for the IIF working group on “Measuring Pit-ness in a rating system”. |
30 October 2017 | |
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Structural Differences Between External and Internal Default Rates, Migration Matrices and PITness |
27 September 2017 | |
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How to assess the Philosophy of your Rating Systems: (Degree of PITness) |
27 September 2017 | |
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What we have learned from IFRS 9 Implementation and How it can be applied to CECL |
27 September 2017 |