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A Two-Stage Approach in Loan-Level Consumer PD Models

In the traditional methodology of loan-level consumer probability of default (PD) models, a general functional form is taken as below

Logit(PD) = A * X + B * Y…
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Credit Risk

SSFA Means Simplified Supervisory Formula Approach

Financial Institution Letter

Regulatory Capital Rules:
Regulatory Capital Tool for Securitization Exposures


The FDIC has published a simplified supervisory formula approach (SSFA) 145 more words


C-Car Update after January 27, 2015 snow storm

Good Morning,

To update the situation with C-Car I have the following news. C-Car did not operate on Tuesday 01/27/15.

C-Car is operating on Wednesday 01/28/15. 138 more words