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Case Study · August 31, 2016

Mortgage Credit Risk Regulation for a Foreign Private Insurance Company

IFE Group was engaged by a foreign private insurance company to conduct a comprehensive review of the approaches in regulation and supervision of financial institution’s exposure to risk based capital requirements. Empirical parameters of PD and LGD were estimated by using market CDS prices from several financial institutions in a similar industry. The research report was a key reference in the corresponding government’s policy ruling towards the loosening of the private insurance industry.

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IFE Group

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