Library
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| Name |
Date |
Event |
|---|---|---|
|
Models for the EBA Stress Test and IFRS9 |
15 June 2018 | |
|
CECL/IFRS9 LGD/EAD Model Development |
20 December 2016 | |
|
Lifetime Expected Loss: Mastering The Challenge Using GCD's New PD ODF Data Pool |
20 December 2016 | |
|
Multi Year PDs for CCAR Modelling |
20 December 2016 | |
|
GCDs_new_PD_ODF_Datapool |
20 December 2016 | |
|
Modelling LGD - EaD for IFRS9 - CECL with GCD data |
30 June 2016 | |
|
Assessing the appropriate level of conservatism for IFRS9-CECL |
30 April 2016 | |
|
CCAR Whitepaper presentation |
30 April 2016 | |
|
Methodological challenges in implementing IFRS9 impairment standards |
30 June 2015 | |
|
Cure rates and LGD |
30 April 2015 |