Stressing of migration matrixes for International Financial Reporting Standard 9 and Internal Capital Adequacy Assessment Process Calculations
Jiří Witzany
| Year of publication: |
2022
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|---|---|
| Authors: | Witzany, Jiří |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 18.2022, 3, p. 49-76
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| Subject: | International Financial Reporting Standard 9 (IFRS 9) | Internal Capital Adequacy Assessment Process (ICAAP) | transition matrix | default | correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2022.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013549663