Out of the box



A lack of credit data is a pervasive problem for risk managers: most banks around the world simply do not have sufficient quality data to calculate their credit risk. This raises many red flags - from banks' inability to meet Basel II requirements, to the risk of inaccurate models, to banks having to price structured credit products based on their own data.

For Basel II, banks choosing the internal ratings based approach will be required to calculate the probability of default (PD), loss given

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