How do I calculate PD, EAD and LGD to arrive at Expected Credit Loss?

by SPAmaya   Last Updated May 28, 2018 10:19 AM

?How do I calculate PD, EAD and LGD to arrive at Expected Credit Loss in 'R'?

PD is dichotomous (1,0)though and other independent variables would be like GDP, CPI, etc especially in the retail loans business for banks



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