Das Buch ist derzeit nicht auf Lager![](/images/blank-book/blank-book.1920.jpg)
![](/images/blank-book/blank-book.1920.jpg)
Parameter
Kategorien
Mehr zum Buch
Focusing on regulatory compliance, this technical report outlines a framework for quantifying and monitoring uncertainties related to Internal Ratings-Based (IRB) parameters such as Probability of Default (PD), Loss Given Default (LGD), and Credit Conversion Factor (CCF). It aligns with the European Banking Authority's guidelines effective January 1, 2021, and introduces a methodology for adjusting estimates based on categorized deficiency types. The proposed approach aims to be intuitive, flexible, and transparent for institutions navigating these complex requirements.
Buchkauf
Margin of Conservatism Framework for IRB PD, LGD and CCF, Yang Liu
- Sprache
- Erscheinungsdatum
- 2019
- product-detail.submit-box.info.binding
- (Paperback)
Wir benachrichtigen dich per E-Mail.
Lieferung
Zahlungsmethoden
Feedback senden
- Titel
- Margin of Conservatism Framework for IRB PD, LGD and CCF
- Sprache
- Englisch
- Autor*innen
- Yang Liu
- Verlag
- GRIN Verlag
- Erscheinungsdatum
- 2019
- Einband
- Paperback
- ISBN13
- 9783668995420
- Kategorie
- Wirtschaft
- Beschreibung
- Focusing on regulatory compliance, this technical report outlines a framework for quantifying and monitoring uncertainties related to Internal Ratings-Based (IRB) parameters such as Probability of Default (PD), Loss Given Default (LGD), and Credit Conversion Factor (CCF). It aligns with the European Banking Authority's guidelines effective January 1, 2021, and introduces a methodology for adjusting estimates based on categorized deficiency types. The proposed approach aims to be intuitive, flexible, and transparent for institutions navigating these complex requirements.