NATIXIS - Document d'enregistrement universel et rapport financier annuel 2020

FACTEURS DE RISQUES, GESTION DES RISQUES ET PILIER III Gestion des risques

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Backtesting des LGD et PD par catégorie d’exposition

Chiffres issus des travaux de backtesting 2020

LGD observée

LGD modèle Taux de défaut observé

PD estimée

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