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Search: subject:"Current Expected Credit Loss (CECL)"
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ECONIS (ZBW)
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Practical Credit Risk and Capital Modeling, and Validation : CECL, Basel Capital, CCAR, and Credit Scoring with Examples
Chen, Colin
-
2024
, and validation for
Current
Expected
Credit
Loss
(
CECL
), International Financial Reporting Standard 9 (IFRS9), Basel …
Persistent link: https://www.econbiz.de/10014524754
Saved in:
2
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
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3
Current expected credit loss procyclicality : it depends on the model
Breeden, Joseph L.
;
Vaskouski, Maxim
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012298972
Saved in:
4
Forecasting lifetime credit losses : modelling considerations for complying with the new FASB and IASB current expected credit loss models
McPhail, Joseph E.
;
McPhail, Lihong Lu
- In:
Journal of risk management in financial institutions
7
(
2014
)
4
,
pp. 375-388
Persistent link: https://www.econbiz.de/10011346965
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