Credit risk

September 17, 2020 Credit risk

Does Covid-19 impact (PD) models?

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December 03, 2020 Credit risk

Inconsistency between AIRB and IFRS 9 PD modelling requirements

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March 25, 2021 Credit risk

Impact and interpretation of the A-IRB maximum recovery period

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March 07, 2022 Credit risk

Machine Learning for IRB-models - EBA discussion paper

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April 20, 2022 Credit risk

Extreme macro-economic situation will impact PD estimation under IFRS9

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