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CECL/IFRS9 LGD/EAD Model Development

Document

Author: 
Massimo Cutaia (Credit Suisse)
Topics: 
Expected loss modelling under IFRS 9 / CECL
Modelling LGD under IFRS 9 / CECL
Modelling CCFs under IFRS 9 / CECL
Description: 

CECL/IFRS9 LGD/EAD Model Development

File Type: 
GCD conference material: member presentation
Publication Year: 
2016
Groups audience: 
- Private group -
Workflow status: 
Final
Group content visibility: 
Public - accessible to all site users