by Erik Rustenburg | Dec 17, 2021
This Document provides the structure of the tables that should be used to create the input data files, including all field names, structure of the tables for data deliverable that is send back to member banks, validation rules and a data model diagram.Â
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...
