Library
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| Name | Date | Event |
|---|---|---|
|
LGD Report Large Corporates 2020 GCD annual report on Loss Given Default (LGD) for Large Corporates |
29 May 2020 | |
|
CCF for Performance Guarantees and Claims - evidence from ICC and GCD |
24 October 2019 | |
|
GCD NY Conference 2018 Agenda |
19 September 2018 | |
|
Exploring Validation & Model Risk |
15 June 2018 | |
|
Models for the EBA Stress Test and IFRS9 |
15 June 2018 | |
|
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 | |
|
CECL/IFRS9 LGD/EAD Model Development |
20 December 2016 | |
|
Commercial Real Estate from GCD Data |
20 December 2016 | |
|
Using GCD Data: EAD for Undrawn Lines |
20 December 2016 | |
|
IFRS9 - Is time to default relevant for LGD - Implications on our data collections |
20 December 2016 |