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Margin of Conservatism (EBA/GL/2017/16)
About this app
Stack and aggregate the add-ons of categories A, B and C interactively — per rating grade.
Subject: IRBA / banking supervision
More from IRBA / banking supervision
- CreditMetrics — credit portfolio model
- Data representativeness (pool ↔ bank)
- Calibration (EBA/GL/2017/16)
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