by Erik Rustenburg | Dec 17, 2021
Contains all the changes in the data returns that are implemented for the current submission and which affect the member bank’s datasets.
by Hale Tatar | Dec 17, 2021
This is the updated guide to using the user guide. The user Handbook aims to help all member banks to understand the LGD-EAD Platform data model (data input as well as data return) so that they can use the data appropriately in their modelling and validation...
by Hale Tatar | Nov 13, 2021
Topics: Â PD & Rating platform Description:Â Pandemic Recovery
by Hale Tatar | Nov 13, 2021
Topics: LGD & EaD platform Description: In 2021, the Unresolved LGD projection methodology wasmonitored and backtested as of H2/2020 data, with oneyear of additional data compared to the initial developmentsample. The monitoring metrics are structured...
by Nina Brumma | Sep 28, 2021
Description: Nunzia and Benjamin discuss LGD for Unresolved Defaults
