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...

IFRS 9 Report 2019

Description:Benchmarking credit risks key to understanding and addressing variability, highlights Global Credit Data’s IFRS 9 ReportGlobal Credit Data’s second IFRS 9 benchmarking report confirms banks’ expected credit loss estimates vary by at least a factor 4   ...