Regulatory use of system-wide estimations of PD, LGD and EAD

Regulatory use of system-wide estimations of PD, LGD and EAD

Report

Regulatory use of system-wide estimations of PD, LGD and EAD

FSI Papers | 03 December 2010PDF full text (1,724kb) | 75 pagesIntroductionThe objective of prudential regulation has for a long time been the solvency of individual entities and hence a vast range of prudential tools were developed to address this priority.

  • Use cases, geography and tags
  • Organizations that created, adopted or are mentioned
  • Ecosystem position
  • Link to the original asset
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