by Saril Mamballi | Sep 3, 2025
We are excited to share our new report Asset Correlations in Credit Risk: An Empirical Study with GCD Data. Drawing on our large PD & rating dataset of corporate obligors in Europe and North America (2008–2023), the study estimates default-based asset...
by Erik Rustenburg | Aug 25, 2025
Document Description LGD-EAD Platform Documentation Index A single pdf document containing all necessary documents in one complete set: User Handbook, Data Guide, Release Notes, example files and guidance for the example files. LGD-EAD Platform Data Structure and...
by Saril Mamballi | May 13, 2025
by Erik Rustenburg | May 1, 2025
Download the Data Quality Management Policy 2025 here: Also find the LGD Data Quality Reports 2025.
by Erik Rustenburg | Feb 18, 2025
The SAS macro codes of the validation rules available for download.
