IFRS 9 compliant economic adjustment of expected credit loss modeling
Mariya Gubareva
| Year of publication: |
2020
|
|---|---|
| Authors: | Gubareva, Mariya |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 16.2020, 2, p. 29-66
|
| Subject: | expected credit loss | credit default swap | point-in-time probability of default | non-default risks | International Financial Reporting Standard 9 (IFRS 9) | weight-of-default component | IFRS | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2020.260 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012298993