by Nina Brumma | Apr 23, 2020
Description: Global Credit Data’s Recovery Rate Dashboards for Corporates, Banks and Sovereign defaults provide an instant insight into observed recovery levels and other key benchmarks for various exposure classes, industry sectors and collateral types. The...
by Michael Dhaenens | Mar 5, 2020
Description:Preliminary Agenda for Toronto Conference May 2020
by Michael Dhaenens | Mar 4, 2020
Description:Material PD Subcommittee #1/2020Â
by Michael Dhaenens | Mar 4, 2020
Description:Research report by OSIS in cooperation with IACPM and GCD The Credit Risk Transfer market is currently a small and private market numbering around 54 transactions in 2018 with a dozen investors and a dozen banks mainly in Europe and Canada. There is...
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...
