by Nina Brumma | May 24, 2022 | 2022, Dashboards, PD, Reports
Description: This Probability of Default (PD) report covers a reference data set of 92,000 large corporate exposures, provided by 27 banks. At the pool level, the Through-The-Cycle Probability of Default (TTC PD) is stable over time with a value of around 0.2% on...
by Nina Brumma | May 24, 2022 | 2022, Dashboards, Real Estate
Topics: LGD & EaD platform Reference data sets for LGD modelling Commercial Real Estate Description: Appendix_RR Dashboard_Real Estate_2021
by Nina Brumma | Nov 13, 2021 | 2021, Dashboards, Real Estate
Topics: LGD & EaD platform Reference data sets for LGD modelling Commercial Real Estate Description: Appendix_RR Dashboard_Real Estate_2021
by Nina Brumma | Nov 2, 2021 | 2017, Academic Committee
Notes on the 2017 Academic Research Committee
by Nina Brumma | Sep 28, 2021 | 2017, Academic Committee