Measuring the performance of bank loans under Basel II/III and IFRS 9/CECL
Year of publication: |
2020
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Authors: | Engelmann, Bernd ; Pham Ha |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 3/93, p. 1-21
|
Subject: | Basel II | IFRS 9 | CECL | RAROC | performance measurement | stress testing | Performance-Messung | Performance measurement | IFRS | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Bank | Finanzdienstleistung | Financial services |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8030093 [DOI] hdl:10419/258046 [Handle] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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