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~isPartOf:"The journal of risk model validation"
~isPartOf:"Working papers / Bank for International Settlements"
~subject:"Bankenaufsicht"
~subject:"Finanzkrise"
~subject:"Risk management"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Bankenaufsicht
Finanzkrise
Risk management
Schätzung
Bank lending
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Basel Accord
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Basler Akkord
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Credit risk
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Kreditgeschäft
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credit loss rates
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credit risk
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data gap
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forward-looking
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loss given default (LGD)
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Schmieder, Christian
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Birn, Martin
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Corrias, Renzo
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Ong, Li Lian
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Tarashev, Nikola A.
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Wei, Min
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The journal of risk model validation
Working papers / Bank for International Settlements
IMF working papers
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ECONIS (ZBW)
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Insights into credit loss rates : a global database
Ong, Li Lian
;
Schmieder, Christian
;
Wei, Min
-
2023
Persistent link: https://www.econbiz.de/10014284871
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Banks' credit loss forecasts : lessons from supervisory data
Birn, Martin
;
Corrias, Renzo
;
Schmieder, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014414217
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