Credit risk migration rates modelling as open systems II : a simulation model and IFRS9-baseline principles
Year of publication: |
2019
|
---|---|
Authors: | Landini, Simone ; Uberti, Mariacristina ; Casellina, S. |
Published in: |
Structural change and economic dynamics : SC+ED. - Amsterdam : Elsevier, ISSN 0954-349X, ZDB-ID 1055942-5. - Vol. 50.2019, p. 175-189
|
Subject: | Accounting standards | Credit risk | Expected loss | Micro-simulation | Migration rates models | Kreditrisiko | Simulation | Kreditwürdigkeit | Credit rating | Theorie | Theory |
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