A prudent loss given default estimation for mortgages. II
Year of publication: |
2021
|
---|---|
Authors: | Ozdemir, Bogie ; Huang, Emma |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 15.2021, 4, p. 1-27
|
Subject: | International Financial Reporting Standard 9 (IFRS 9) | stress testing | Basel | loss given default (LGD) | exposure at default (EaD) | conditional expected loss | IFRS | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Hypothek | Mortgage | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Verlust | Loss | Kreditgeschäft | Bank lending | Insolvenz | Insolvency |
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