Margin of Conservatism Framework for IRB PD, LGD and CCF by Yang Liu

Margin of Conservatism Framework for IRB PD, LGD and CCF

Yang Liu

34 pages missing pub info (editions)

nonfiction business economics
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Technical Report from the year 2018 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: A, language: English, abstract: In this paper, we follow the EBA documents regarding the guidelines that apply from 1Ja...

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