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Multi-year PD Modeling: A solution for the non-Markov behavior of transition matrices

Document

Author: 
Oliver Blümke, Raiffeisenbank International
Topics: 
PD modelling for regulatory capital
Expected loss modelling under IFRS 9 / CECL
Description: 

Presentation during the GCD Stockholm Conference 2018

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