Benchmarking platform: Conversion rates – Clusters

Topics: GCD data models & processes GCD Benchmarking platform Description:  This document provides the FX rates from original currency to EUR, for banks to use when creating the aggregated cluster submission file. see Input Structure file, cluster input...

PD Benchmarking Report 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...