Blogs about: Application Pd
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Application PD transition to Behavioural PD
As mentioned in this thread, the predictive power of Application PDs decay with time. Thinking in a cross-sectional Basel mode, we look at all the accounts in a portfolio as of this month. If an App P… more →
ozrisk.net
Application PD transition to Behavioural PD
Clive wrote 1 year ago: As mentioned in this thread, the predictive power of Application PDs decay with time. Thinking in a … more →
Application PD - calibration for different MOB
Clive wrote 1 year ago: The App PD thread noted that App models need not have been built on the 12-month OW which is the Bas … more →
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