Library
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| Name | Date | Event |
|---|---|---|
|
LGD Report Large Corporates 2020 GCD annual report on Loss Given Default (LGD) for Large Corporates |
29 May 2020 | |
|
Models for the EBA Stress Test and IFRS9 |
15 June 2018 | |
|
LGD Report Large Corporates 2018 First ever report of extensive analytics on LGD data highlights high recovery rate for banks on defaulted debt from large corporate borrowers |
09 April 2018 | |
|
CCAR Whitepaper presentation |
30 April 2016 | |
|
Cure rates and LGD |
30 April 2015 | |
|
PECDC Database Volumetrics and Analysis |
30 December 2014 | |
|
Usage of PECDC data for scenario based stresstesting |
30 December 2014 | |
|
Stress testing with current and future ODF database with OSIS |
30 June 2014 | |
|
Presentation on better usage of PECDC Data |
30 June 2012 |