LGD DOWNTURN MODEL DEVELOPMENT
Our approach enabled our customer to better understand the new regulations, and to implement them on schedule by internalizing the expertise.
The work carried out by Quanteam enabled the customer to :
- understand the new banking regulations on calculating LGD downturn
- a methodological note on calculating the LGD downturn
- a study of the impact of the new regulations on shareholders' equity
- train model development teams in the methodologies proposed and implemented
In summary: The work carried out to implement the LGD downturn has enabled the customer to comply with the new banking regulations.