Dr. Markus Seiffert, Philipp Gerold and Anne Kleppe from d-fine zoom into the challenges of extracting PD term structures from rating migration data.
Some background: The datapool members gave d-fine access to the rating migration data GCD is pooling. The presentation summarizes the results and the methodology. Additional analytics and a whitepaper / article will follow in the upcoming weeks.
Contact person:
Location:
Webex call
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