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Stressing LGDs in Credit Stress Test Framework

Document

Author: 
Richard Crecel (GCD)
Topics: 
LGD modelling for regulatory capital
CCAR / Stresstesting models
Description: 

Presentation at the North American Conference New York September 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