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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of risk management in financial institutions"
~person:"Chawla, Gaurav"
~subject:"Basel Accord"
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Basel Accord
Basler Akkord
2
Credit risk
2
Kreditrisiko
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expected credit loss (ECL)
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point-in-time (PIT)
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stress testing
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Chawla, Gaurav
Ozdemir, Bogie
6
Schulte-Mattler, Hermann
5
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4
Grody, Allan D.
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Aguais, Scott D.
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Migueis, Marco
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American journal of agricultural economics
Finance and economics discussion series
Journal of risk management in financial institutions
The journal of risk model validation
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Convexity and correlation effects in expected credit loss calculations for IFRS9/CECL and stress testing
Chawla, Gaurav
;
Forest, Lawrence R. <Jr.>
;
Aguais, Scott D.
- In:
Journal of risk management in financial institutions
10
(
2016/2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011670653
Saved in:
2
Point-in-time loss-given default rates and exposures at default models for IFRS 9/CECL and stress testing
Chawla, Gaurav
;
Forest, Lawrence R. <Jr.>
;
Aguais, Scott D.
- In:
Journal of risk management in financial institutions
9
(
2016
)
3
,
pp. 249-263
Persistent link: https://www.econbiz.de/10011661844
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