The EBA consultation period on probability of default, loss given default, and the treatment of defaulted assets by banks: Key takeaways
2nd March 2017
Lorenzo Bocchi, Director, Prometeia
The European Banking Authority (EBA) has just closed the consultation period for its guidelines about probability of default (PD) and loss given default (LGD) estimation, and the treatment of defaulted assets by banks. Prometeia, the global leader in Risk Management software and solutions, has been among the...