Library
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| Name | Date | Event |
|---|---|---|
|
Models for the EBA Stress Test and IFRS9 |
15 June 2018 | |
|
CCAR Whitepaper presentation |
30 April 2016 | |
|
Variable Time Horizon (VTH) methodology for CCF calculations |
30 December 2015 | |
|
Usage of PECDC data for scenario based stresstesting |
30 December 2014 | |
|
Member case study - Using PECDC data for Trade Finance EAD |
30 June 2014 | |
|
EAD Models for Overdrafts and Commitments |
30 December 2013 | |
|
Project Finance loss data |
30 December 2013 | |
|
Using PECDC Pooled Data to develop an LGD Model for Shipping |
30 December 2013 | |
|
Determination of Exposure at Default |
30 December 2012 | |
|
Large Corp LGD modelling using PECDC data |
30 December 2012 |