Library
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| Name | Date | Event |
|---|---|---|
|
CCF for Performance Guarantees and Claims - evidence from ICC and GCD |
24 October 2019 | |
|
Models for the EBA Stress Test and IFRS9 |
15 June 2018 | |
|
Using GCD Data: EAD for Undrawn Lines |
20 December 2016 | |
|
EAD for Undrawn Lines |
30 June 2016 | |
|
CCAR Whitepaper presentation |
30 April 2016 | |
|
GCD analytics to support Member and Industry discussions with Regulators |
30 April 2016 | |
|
What do we know about EAD |
30 April 2016 | |
|
Variable Time Horizon (VTH) methodology for CCF calculations |
30 December 2015 | |
|
Data Use - LGD-EAD Driver Selection |
30 June 2015 | |
|
Transaction focus - EAD methods for undrawn lines |
30 June 2015 |