Modeling lifetime expected credit losses on bank loans
Year of publication: |
2021
|
---|---|
Authors: | Chellathurai, Thamayanthi |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 8, p. 1-49
|
Subject: | Credit impairment requirements | bank loans | lifetime expected credit losses | probability of default | macroeconomic factors | dynamics of the firm | credit loss indicators | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Kredit | Credit | Insolvenz | Insolvency | Bank | Theorie | Theory | Basler Akkord | Basel Accord |
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