LGD Parameter Estimation for the Retail Mortgage Book
September 6, 2019
September 6, 2019
By 2020, European banks are expected to adhere to guidelines the EBA recently published on PD, LGD and the treatment of defaulted exposures. Naval Chaudhary and Manish Malik interpret these guidelines from an LGD perspective and explain the steps and analyses required for parameter estimation.
•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2022 Global Association of Risk Professionals