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...
by Michael Dhaenens | Jan 13, 2020
Description: Global Credit Data is incorporated as a private, not-for-profit, Association domiciled in The Netherlands under Dutch Law. This structure ensures that the aim of the Association is focused on providing benefits to its members as a result of their active...
by Michael Dhaenens | Dec 20, 2019
Description: Submission planning 2019
by Nina Brumma | Dec 18, 2019
Description: This report, which is designed to help banks benchmark their Probability of Default (PD) estimates against industry peers, highlights the conservative nature of banks’ internal PD estimates, with average PD estimates for the global corporate segment over...
by Michael Dhaenens | Dec 11, 2019
Description: Submission planning 2020
