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~person:"Lukyantsau, Pavel"
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CECL
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Credit risk
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lifetime probability of default
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Lukyantsau, Pavel
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Expected credit loss modeling from a top-down stress testing perspective
Groß, Marco
;
Laliotis, Dimitrios
;
Leika, Mindaugas
; …
-
2020
The objective of this paper is to present an integrated tool suite for IFRS 9- and
CECL
-compatible estimation in top …
Persistent link: https://www.econbiz.de/10012302079
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