by Nina Brumma | May 24, 2022
Description: This Probability of Default (PD) report covers a reference data set of 92,000 large corporate exposures, provided by 27 banks. At the pool level, the Through-The-Cycle Probability of Default (TTC PD) is stable over time with a value of around 0.2% on...
by Nina Brumma | May 24, 2022
Description:Global Credit Data’s Recovery Rate Dashboards for SME defaults provide instant insight into observed recovery levels and other key benchmarks for various exposure classes, industry sectors and collateral types. The Dashboards inform business and...
by Nina Brumma | May 24, 2022
Description:Global Credit Data’s Recovery Rate Dashboards for Corporates, Banks and Sovereign defaults provide instant insight into observed recovery levels and other key benchmarks for various exposure classes, industry sectors and collateral types. The...
by Nina Brumma | May 24, 2022
Description:Global Credit Data’s Recovery Rate Dashboards for Real Estate defaults provide instant insight into observed recovery levels and other key benchmarks for various exposure classes, industry sectors and collateral types. The Dashboards inform business...
by Nina Brumma | May 24, 2022
Topics: LGD & EaD platform Reference data sets for LGD modelling Commercial Real Estate Description: Appendix_RR Dashboard_Real Estate_2021
