By 'valuation shocks' we mean (uninsured) loss or disruption leading to loss of revenue.
Use as worked examples the following scenarios:
1) Commercial/residential real estate portfolio used as collateral: how can (uninsured) loss impact the LGD of the loan?
2) How can chronic heat impact PD of a company, for various sectors (e.g. construction, mining)
joemoorhouse
commented
1 year ago
By 'valuation shocks' we mean (uninsured) loss or disruption leading to loss of revenue.
Use as worked examples the following scenarios: 1) Commercial/residential real estate portfolio used as collateral: how can (uninsured) loss impact the LGD of the loan? 2) How can chronic heat impact PD of a company, for various sectors (e.g. construction, mining)