by Nina Brumma | Sep 28, 2021
Description: Nunzia and Benjamin discuss LGD for Unresolved Defaults
by Michael Dhaenens | Dec 1, 2020
Description: This report describes the Global Credit Data (GCD) methodology for calculating loss given defaults (LGDs) for unresolved loans. The methodology benefits from GCD’s detailed and granular collection of post-default cash flow data and is based on...
by Michael Dhaenens | Oct 20, 2020
Description: This Global Credit Data (GCD) study looks into the historical effects of previous downturns on bank credit losses across various debtor types, industries and regions, with a view to helping banks understand not only the high-level impacts of a downturn,...
by Nina Brumma | May 29, 2020
Description: This Loss Given Default (LGD) report covers a reference data set of 11,572 defaulted borrowers and 19,805 facilities from 58 lenders worldwide. The data set is specific to large corporate borrowers, defined by their sales or assets being above €50m....
by Michael Dhaenens | Feb 12, 2020
The main purpose of this paper is, using a pooled data set of default data ( GCD LGD ) , to evaluate if ML can increase the accuracy of LGD prediction compared to traditional pooling and regression techniques. The main question of the study therefore is whether ML is...
