by Hale Tatar | Nov 13, 2021
Topics: LGD & EaD platform Description: In 2021, the Unresolved LGD projection methodology wasmonitored and backtested as of H2/2020 data, with oneyear of additional data compared to the initial developmentsample. The monitoring metrics are structured...
by Hale Tatar | Nov 13, 2021
Since 2004, GCD has continuously reinforced a framework that is used to measure and monitor Data Quality (DQ). The objective is to achieve high DQ and compliance for theGCD pooled data, as required by global regulations (BCBS 239, ECB Guide to internal models, Fed...
by Nina Brumma | Sep 28, 2021
Description: Nunzia and Benjamin discuss LGD for Unresolved Defaults
by Nina Brumma | May 17, 2021
Description:Global Credit Data’s Recovery Rate Dashboards for Real Estate defaults provide an instant insight into observed recovery levels and other key benchmarks for various exposure classes, industry sectors and collateral types. The Dashboards inform...
by Nina Brumma | May 17, 2021
Description:Global Credit Data’s Recovery Rate Dashboards for Aircraft Finance defaults provide an instant insight into observed recovery levels and other key benchmarks for various exposure classes, industry sectors and collateral types. The Dashboards inform...
