Benchmarking Archives - Page 7 of 11

Benchmarking platform: Complete set of documentation

by Hale Tatar | Oct 3, 2017

Description: Benchmarking Platform Documentation Pack Latest update on Aug 2024

Benchmarking platform: Central Counterparty Name List

by Hale Tatar | Oct 3, 2017

Description: The central list contains the names of the entities we are benchmarking (incl their identifiers). Member can request new additional names to be benchmarked. Please contact the GCD executives. Last updated on Jan 2024

Modelling of Contingent Liabilities based on GCD data by Massimo Cutaia of Credit Suisse

by Michael Dhaenens | Sep 27, 2017

Regulator Update on Credit Risk Modelling by Harini Parthasarathy of the Office of the Comptroller of the Currency

by Michael Dhaenens | Sep 27, 2017

Structural Differences Between External and Internal Default Rates, Migration Matrices and PITness

by Nina Brumma | Sep 27, 2017