by Michael Dhaenens | Feb 12, 2020
The main purpose of this paper is, using a pooled data set of default data ( GCD LGD ) , to evaluate if ML can increase the accuracy of LGD prediction compared to traditional pooling and regression techniques. The main question of the study therefore is whether ML is...
by Erik Rustenburg | Feb 7, 2020
Description:SAS Macro Validation Rules for the LGD Platform
by Nina Brumma | Jan 15, 2020
Description:Material WG IFRS 9 2019/2020 Kickoff
by Michael Dhaenens | Nov 28, 2019
Description:RMA Journal
by Michael Dhaenens | Oct 29, 2019
Description:Template CECL Benchmarking Study H2/2019Â Please download the template by clicking on the link below (after “File:”) . If you cannot download the template, please request access or further inforrmation with Nate Royal.Â
