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Calibration (EBA/GL/2017/16)
About this app
Predicted PD vs. observed default rate, binomial confidence bands and traffic light per rating grade.
Subject: IRBA / banking supervision
More from IRBA / banking supervision
- CreditMetrics — credit portfolio model
- Data representativeness (pool ↔ bank)
- Margin of Conservatism (EBA/GL/2017/16)
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