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Banks Commercial Credit Data, Risk Modeling and Validation from a Regulatory Perspective

Document

Author: 
Irina Barakova (OCC)
Topics: 
Regulatory matters
LGD modelling for regulatory capital
PD modelling for regulatory capital
Expected loss modelling under IFRS 9 / CECL
Validation of credit risk models
Description: 

Presentation at the North American Conference New York September 2018

File Type: 
GCD conference material: other
Publication Year: 
2018
Groups audience: 
- Private group -
Workflow status: 
Final
Group content visibility: 
Public - accessible to all site users