GCD Model Tiering Survey Results Released

GCD Model Tiering Survey Results Released

Model Tiering Survey Model tiering refers to the classification of a model into a specific category of relevance for model risk management purpose.For example, such categories can be labelled “high relevance”, “medium relevance”, “low relevance”.This classification is...
GCD Specialized Lending Survey 2024

GCD Specialized Lending Survey 2024

Specialized Lending Survey Understanding and managing risks effectively requires robust data. This is especially challenging for low default portfolios like Specialised Lending, meaning banks often lack sufficient internal defaults for modeling.  Also in the...
NGFS Climate Scenarios Q&A

NGFS Climate Scenarios Q&A

Presentation can be accessed here. Are compound risks also included? No compound risks are not yet covered by the scenarios at this point in time. This limitation has also been noted by us, and we have drafted a note that covers the topic, and explains how this could...