Macroeconomic Approach to Point in Time Probability of Default Modeling – IFRS 9 Challenges
Year of publication: |
2019
|
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Authors: | Đurović, Andrija |
Published in: |
Journal of Central Banking Theory and Practice. - Warsaw : De Gruyter Open, ISSN 2336-9205. - Vol. 8.2019, 1, p. 209-223
|
Publisher: |
Warsaw : De Gruyter Open |
Subject: | IFRS 9 | Term Structure of Probability of Default | Point in Time Probability of Default | Forward-looking | Macroeconomic approach | Model averaging |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.2478/jcbtp-2019-0010 [DOI] 1048882322 [GVK] hdl:10419/217671 [Handle] RePEc:cbk:journl:v:8:y:2019:i:1:p:209-223 [RePEc] |
Classification: | G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions ; C41 - Duration Analysis |
Source: |
-
Macroeconomic approach to point in time probability of default modeling : IFRS 9 challenges
Đurović, Andrija, (2019)
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Estimating Probability of Default on Peer to Peer Market – Survival Analysis Approach
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