Status message

You need to be a member of the group in order to be able to download the document. Please contact GCD to get access to the group.

Using PECDC Pooled Data to develop an LGD Model for Shipping

Document

Author: 
Theo van Drunen (ABN AMRO) and Clemens Mesterom (ABN AMRO)
Topics: 
LGD modelling for regulatory capital
Specific portfolios in credit risk modelling
File Type: 
GCD conference material: member presentation
Publication Year: 
2013
Groups audience: 
- Private group -
Workflow status: 
Final
Group content visibility: 
Public - accessible to all site users