Regulatory Blog: Observations about the impact of a downturn period on the main components of the LGD Model
- archived
- 1 minute reading time
In the recent history of some countries, based on the approach described in these regulatory guidance, the downturn period has never happened or when it happened there was no real impact on the observed risk parameters.
Continue reading with a PwC Plus-Subscription
- verified Information source
- daily updates
- completely searchable articles (with refiner)
- tailored alert
