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 paperback

2 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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