Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures - EBA/GL/2017/16 23/04/2018
Conclusions on EBA's new guidelines on internal credit risk models - FCG
Downturn Detector: Downturn LGD estimate in compliance with EBA regulations | Deloitte Deutschland
Risks | Free Full-Text | New Definition of Default—Recalibration of Credit Risk Models Using Bayesian Approach
Presentazione standard di PowerPoint
Guidelines on PD and LGD estimation (Chapter 1-3) - YouTube
Consultation Paper on Guidelines for the estimation of LGD appropriate for an economic downturn ('Downturn LGD estimation') (EBA/CP/2018/08) | Better Regulation
Final EBA requirements for the estimation of downturn LGDs | BankingHub
19 September 2018 Association for Financial Markets in Europe (AFME) comments on European Banking Authority (EBA) Consultation
Guidelines for the estimation of LGD appropriate for an economic downturn ('Downturn LGD estimation')
Quantitative impact study/Basel III monitoring | European Banking Authority
Margin of Conservatism Framework for IRB PD, LGD and CCF: Liu, Yang: 9783668995420: Amazon.com: Books
Final EBA requirements for the estimation of downturn LGDs | BankingHub
Margin of Conservatism Framework for IRB PD, LGD and CCF: Liu, Yang: 9783668995420: Amazon.com: Books
EBF response to EBA consultation on Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures
Loss functions for LGD model comparison"
Appendix: Draft amendments to Supervisory Statement 11/13 'Internal Ratings Based (IRB) Approaches 12 Probability of default
![PDF] Econometric approach for Basel II Loss Given Default Estimation : from discount rate to final multivariate model | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/fc954a9ac25c2fd9f2de67b9f89b53aa36742e6c/10-Table2-1.png "PDF] Econometric approach for Basel II Loss Given Default Estimation : from discount rate to final multivariate model | Semantic Scholar")
PDF] Econometric approach for Basel II Loss Given Default Estimation : from discount rate to final multivariate model | Semantic Scholar
European Federation of Building Societies Fédération Européenne d'Epargne et de Crédit pour le Logement Europäische Bausp
2. Backround and rationale | Final Report - Guidelines for the estimation of LGD appropriate for an economic downturn ('Downturn LGD estimation') (EBA/GL/2019/03) | Better Regulation
LGD & defaulted assets
INTERNATIONAL REGULATORY UPDATE 3 JANUARY – 7 JANUARY 2022
Loss Given Default in a Downturn—How Can We Learn from Historical Data?
