CECL Survey 2018 (Public Version)

Description: Accenture, Global Credit Data (GCD), and the Institute of International Finance (IIF) partnered to conduct this survey to provide insights into the challenges faced by the banks across data management, model development and technology/implementation. We...

LGD Report Large Corporates 2018

Description: Recovery rate and its inverse, Loss Given Default (LGD), is a key metric in credit risk modelling, whether for regulatory capital, pricing models, stress testing or expected loss provisioning models. The data is however much more scarce than data for...