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Explaining why the correlation of PD and LGD is low in loans with high workout process

Document

Author: 
C. Imanto, T. Hartmann-Wendels, University of Cologne
Topics: 
GCD data models & processes
LGD & EaD platform
LGD modelling for regulatory capital
Description: 

Presentation during the GCD Stockholm Conference 2018

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