Last date for submission of paper: unknown; Contact person: Beatrice Kairu; Under Basel II/III, capital adequacy generally hinges around the proper estimation of Basel II/III risk parameters: PD, LGD, EAD. These parameters are used on one hand as inputs to credit portfolio models, and on the other …
Feb 24, 2020 12:00 AM - Feb 28, 2020 12:00 AM
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