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Home > Library

Library

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Name Date Event
Discount rate - presentation of whitepaper
30 December 2015
Modelling LGD with GCD data
30 December 2015
Modelling LGD with GCD Data
30 December 2015
RMG analytics presentation
30 December 2015
Variable Time Horizon (VTH) methodology for CCF calculations
30 December 2015
Advanced LGD modelling - Multivariate modelling
30 June 2015
Data Focus - Default recognition methods and systems
30 June 2015
Data Focus - ODF and PD
30 June 2015
Data Use - LGD-EAD Driver Selection
30 June 2015
Differences between Secured and Unsecured transactions in the LGD - EAD database
30 June 2015

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Topics

  • LGD modelling for regulatory capital (45) Apply LGD modelling for regulatory capital filter
  • Specific portfolios in credit risk modelling (15) Apply Specific portfolios in credit risk modelling filter
  • CCF/EaD modelling for regulatory capital (11) Apply CCF/EaD modelling for regulatory capital filter
  • Expected loss modelling under IFRS 9 / CECL (8) Apply Expected loss modelling under IFRS 9 / CECL filter
  • CCAR / Stresstesting models (4) Apply CCAR / Stresstesting models filter
  • Validation of credit risk models (4) Apply Validation of credit risk models filter
  • GCD data models & processes (3) Apply GCD data models & processes filter
  • PD modelling for regulatory capital (3) Apply PD modelling for regulatory capital filter
  • Regulatory matters (3) Apply Regulatory matters filter
  • GCD Governance (1) Apply GCD Governance filter

Type of publication

  • GCD conference material: executive analytics (43) Apply GCD conference material: executive analytics filter
  • GCD conference material: member presentation (35) Apply GCD conference material: member presentation filter
  • GCD publications (5) Apply GCD publications filter
  • GCD conference material: other (1) Apply GCD conference material: other filter
  • Working group material: other (1) Apply Working group material: other filter

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  • 2016 (30) Apply 2016 filter
  • 2015 (20) Apply 2015 filter
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  • 2020 (4) Apply 2020 filter
  • 2019 (1) Apply 2019 filter

Audience

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  • GCD member (3) Apply GCD member filter
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Mr Richard Crecel
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Contador
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tel: +31 182 304527

 
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