Guidelines for the estimation of LGD appropriate for an economic downturn ('Downturn LGD estimation')
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Risks | Free Full-Text | New Definition of Default—Recalibration of Credit Risk Models Using Bayesian Approach
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Risks | Free Full-Text | New Definition of Default—Recalibration of Credit Risk Models Using Bayesian Approach
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Margin of Conservatism Framework for IRB PD, LGD and CCF: Liu, Yang: 9783668995420: Amazon.com: Books
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PDF] Econometric approach for Basel II Loss Given Default Estimation : from discount rate to final multivariate model | Semantic Scholar
Appendix: Draft amendments to Supervisory Statement 11/13 'Internal Ratings Based (IRB) Approaches 12 Probability of default
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Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures - EBA/GL/2017/16 23/04/2018
EBF response to EBA consultation on Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures
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