Project finance risk methodologies: focus on PD and LGD mode

Project finance risk methodologies: focus on PD and LGD modelling within the Basel Framework

Federico Tacchetto, senior manager at Prometeia, describes how to calculate risk parameters for project finance exposures. Based on a simulation approach of the

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Federico Tacchetto , Linkedin , Facebook , Prometeia , Robability Of Default Pd , Oss Given Default Lgd , Loans , Risk Management ,

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