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Practical PD Estimation: Calibrating LRA Default Rates & the margin-of-conservatism framework

Document

Author: 
Practical PD Estimation: Calibrating LRA Default Rates & the margin-of-conservatism framework
Topics: 
Regulatory matters
PD modelling for regulatory capital
Description: 

Presentation during the GCD Stockholm Conference 2018

 

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