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Models for the EBA Stress Test and IFRS9

Document

Author: 
Fredrik Lindberg, Senior Modelling Analyst, ABN Amro
Topics: 
GCD Governance
CCAR / Stresstesting models
Expected loss modelling under IFRS 9 / CECL
Modelling PD term structures under IFRS 9 / CECL
Description: 

Presentation of ABN AMRO

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