by Michael Dhaenens | Jan 31, 2015
Description:Global Credit Data has the largest database of defaulted Commercial Real Estate Bank Loans (CRE). CRE is defined differently in different regions. Â A comparison of modeling approaches identified three general categories. The degree of sophistication...
by Michael Dhaenens | Jan 31, 2015
Description:When using historical data for Loss Given Default (LGD) modelling, it is advisable to check the homogeneity of obligors and exposures assigned to the same grade or estimate – said differently: it is important to prove that no further relevant risk...
by Philip Winckle | Jan 31, 2015
by Michael Dhaenens | Jan 30, 2015
by Michael Dhaenens | Jan 30, 2015
