Discount Rates fo LGD Calculation 2016

Discount Rates fo LGD Calculation 2016

This study provides a theoretical and empirical analysis of five alternative discount rate concepts for computing LGDs using GCD Data. Appropriate discount rates are based on a combination of the risk free rate and risk premium for systematic risk at the time of...
Project Finance Study 2014

Project Finance Study 2014

Global Credit Data members have been working together for some years to improve and increase data on project finance cases.  This study, based on 300 defaults as at June 2014, examines the different elements of project type, industry, location, etc. to see...
Default Rate Study 2013

Default Rate Study 2013

Using both PD and default rate data collected from member banks in 2013, this paper examines cyclicality, averages, prediction vs outcome, accuracy rates and correlations. The working group was chaired by Michel van Beest of NIBC and assisted by Jeroen Batema of OSIS....