WG Val #1/2017 Survey Kick-off
Working group meeting Location:Webex
3 events found.
Events
Methcom meeting #1/2017
Methcom meeting #1/2017 Contact person:Riette Dijkstra Location:Webex call
WG IFRS 9 #1/2017: Extracting adequate PD term structures from GCD migration data
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:Daniela Thakkar Location:Webex call