adjustments
during AQR
After AQR Before AQR
(12/2013)
Changes
due to
the
single...that is, as of the entry into force of the
regulatory framework defining the...
Rather than
observe differences for each single lender in rating assignments against...switched to a different risk classification system or if all the
banks shared the...
problems associated with using a
simple cross-section, since information on a single...such, contribute to the market imperfections preventing the
formation of a...
