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PD Modelling: a Bayesian Logistic approach – Sovereign Focus

Document

Author: 
Fausto Molinari (SEK)
Topics: 
PD modelling for regulatory capital
Specific portfolios in credit risk modelling
Sovereigns & Municipalities
Description: 

Presentation at the North American Conference New York September 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