LGD & EAD Platform Documentation

Document Description LGD-EAD Platform Documentation Index A single pdf document containing all necessary documents in one complete set: User Handbook, Data Guide, Release Notes, example files and guidance for the example files. LGD-EAD Platform Data Structure and...

Collateral Haircut Calculation Approaches

Global Credit Data’s discussion paper examines the practical challenges of calculating collateral haircuts for specialized lending exposures under CRR3 and PRA frameworks. Using an illustrative aircraft finance example and GCD’s empirical LGD data, it shows how...