Banks' credit loss forecasts : lessons from supervisory data
by Martin Birn, Renzo Corrias, Christian Schmieder and Nikola Tarashev
| Year of publication: |
September 2023
|
|---|---|
| Authors: | Birn, Martin ; Corrias, Renzo ; Schmieder, Christian ; Tarashev, Nikola A. |
| Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
| Subject: | Expected loss forecasts | regulatory capital | portfolio credit risk | Bankenaufsicht | Banking supervision | Theorie | Theory | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Basler Akkord | Basel Accord | Verlust | Loss | Kreditgeschäft | Bank lending |
freely available
| Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Bank for International Settlements. - Basle, ISSN 1682-7678, ZDB-ID 2467027-3. - Vol. no 1125 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014414217