Expert Group Opinion on Low Default Portfolio Model

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

The modeling of Low Default Portfolio (LDP) is proved to be a challenge to banks. However, prior the recent global financial crisis (GFC), the regulator encouraged banks to develop PD and LGD model for LDPs. You may find such papers from the website of Basel Committee (BCBS), FSA, HKMA, etc. Pls. refer to the paper attached as evidence. The atmosphere changed after the GFC. Nowadays, the regulator choose to restrict the use of model estimated LGD in regulatory capital calculation.

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：Portfolio Portfoli OPINION Default Expert encouraged regulatory challenge evidence capital

好资料，谢谢分享！

谢谢楼主分享~~