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Paperback Margin of Conservatism Framework for IRB PD, LGD and CCF: Extended Version with Numerical Example Book
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ISBN: 3346244903

ISBN13: 9783346244901

Margin of Conservatism Framework for IRB PD, LGD and CCF: Extended Version with Numerical Example

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Technical Report from the year 2019 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: A, language: English, abstract: The EBA Guidelines on PD and LGD estimation is due to apply from 1 January 2021, in which the banks are expected to have a framework in place as part of the risk rating and reporting process to adjust and correct the uncertainties identified from deficiencies in data, system and methodology...

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