Unresolved Defaults

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...

GCD Data Quality

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...