by Nina Brumma | May 4, 2018
Description:Reference Data Set Guidelines 2018
by Michael Dhaenens | Apr 26, 2018
by Nina Brumma | Apr 24, 2018
Description:Summary of the IFRS 9 Benchmarking study 2017, published in the RMA Journal May 2018
by Nina Brumma | Apr 17, 2018
Description:Agenda for our European Conference Stockholm 2018
by Nina Brumma | Apr 9, 2018
Description: Recovery rate and its inverse, Loss Given Default (LGD), is a key metric in credit risk modelling, whether for regulatory capital, pricing models, stress testing or expected loss provisioning models. The data is however much more scarce than data for...
