Andere Kunden interessierten sich auch für
![Margin of Conservatism Framework for IRB PD, LGD and CCF]( "Margin of Conservatism Framework for IRB PD, LGD and CCF")
Margin of Conservatism Framework for IRB PD, LGD and CCF18,95 €![Margin of Conservatism for Long-run Average Default Rate]( "Margin of Conservatism for Long-run Average Default Rate")
Margin of Conservatism for Long-run Average Default Rate17,95 €![National and Trans-National Framework of Insolvency and Bankruptcy Code]( "National and Trans-National Framework of Insolvency and Bankruptcy Code")
National and Trans-National Framework of Insolvency and Bankruptcy Code42,95 €![Affect- und Cognition-Based Trust. Das theoretische Modell des Vertrauens innerhalb organisatorischer Beziehungen von David McAllister]( "Affect- und Cognition-Based Trust. Das theoretische Modell des Vertrauens innerhalb organisatorischer Beziehungen von David McAllister")
Affect- und Cognition-Based Trust. Das theoretische Modell des Vertrauens innerhalb organisatorischer Beziehungen von David McAllister24,99 €![Liquiditäts- und Kreditrisiko im Bankwesen]( "Liquiditäts- und Kreditrisiko im Bankwesen")
Liquiditäts- und Kreditrisiko im Bankwesen29,99 €![Determinants of Net Interest Margins. Are Banks equally affeced by Negative Interest Policy Rates?]( "Determinants of Net Interest Margins. Are Banks equally affeced by Negative Interest Policy Rates?")
Determinants of Net Interest Margins. Are Banks equally affeced by Negative Interest Policy Rates?18,95 €![Developing Economies and Basel III. Reforms brought by Basel III to the International Regulatory Framework set in Basel I and II.]( "Developing Economies and Basel III. Reforms brought by Basel III to the International Regulatory Framework set in Basel I and II.")
Developing Economies and Basel III. Reforms brought by Basel III to the International Regulatory Framework set in Basel I and II.17,95 €
Technical Report from the year 2019 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: A, , language: English, abstract: The EBA Guidelines on PD and LGD estimation is due to apply from 1 January 2021, in which the banks are expected to have a framework in place as part of the risk rating and reporting process to adjust and correct the uncertainties identified from deficiencies in data, system and methodology. The ECB Guide on the TRIM in the meantime state that the requirement of Margin of Conservatism (MoC) also applies for the CCF estimation. In this paper, we develop and present a consistent framework to quantify the identified uncertainties for the purpose of IRB risk parameter estimation.