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

Project finance risk methodologies

Federico Tacchetto, senior manager at Prometeia, describes how to calculate risk parameters for project finance exposures. Based on a simulation approach of the cashflows, it is assessed whether the generated net revenue will be sufficient to repay the loan instalments, risking the default of the project and potentially jeopardising recovery of the outstanding amount due.

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