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ECB’s Comprehensive Bank Assessment -- AQR templates

Posted by Kristi Rohtsalu on April 16, 2014 at 18:07 in Questions

Can anyone send me the following AQR illustrative models and parameter sheets concerning collective provisioning? Or maybe just tell where to find them?

* PI illustration.xls (Step-by-step example calculation of PI with parameters and definitions)

* CR illustration.xls (Step-by-step example calculation of CR with parameters and definitions)

* LGL illustration – retail other.xls (Step-by-step example calculation of LGL for credit cards with parameters and definitions)

* LGI illustration.xls (Step-by-step example calculation of LGI for corporates with parameters and definitions)


Thanks,

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  • Costas Stabolas January 17, 2016 19:11

    Dear Kristi

    I am Costas Stabolas from Athens, Greece.

    Didi you manage to find the above files? If Yes, I would be grateful if you could send them to me or tell me where to find.

    I wish you a healthy and happy new year!

    Regards

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