EBA Supervisory Handbook on the Validation of Rating Systems Under the Internal Ratings-Based Approach - Part 2 | Iason ltd

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EBA Supervisory Handbook on the Validation of Rating Systems Under the Internal Ratings-Based Approach - Part 2

26/09/2023 Credit Risk

EBA IRB Models Model Validation

Leonardo Bandini

,

Michele Ferrandino

and

Vincenzo Frasca