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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 … Techniques -- Allowance for Credit Loss and CECL -- Capital Management and Risk Weighted Asset -- Stress Test and CCAR …
Persistent link: https://www.econbiz.de/10014524754
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The implications of credit risk modeling for banks’ loan loss provisions and loan-origination procyclicality
Bhat, Gauri; Ryan, Stephen G.; Vyas, Dushyantkumar - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2116-2141
Persistent link: https://www.econbiz.de/10012039734
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Loss functions for Loss Given Default model comparison
Hurlin, Christophe; Leymarie, Jérémy; Patin, Antoine - In: European journal of operational research : EJOR 268 (2018) 1, pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
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Forecasting loss given default of bank loans with multi-stage model
Tanoue, Yuta; Kawada, Akihiro; Yamashita, Satoshi - In: International journal of forecasting 33 (2017) 2, pp. 513-522
Persistent link: https://www.econbiz.de/10011922923
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Predicting loss given default of unsecured consumer loans with time-varying survival scores
Li, Aimin; Li, Zhiyong; Bellotti, Anthony - In: Pacific-Basin finance journal 78 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014463798
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A prudent loss given default estimation for mortgages. II
Ozdemir, Bogie; Huang, Emma - In: The journal of risk model validation 15 (2021) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10013173359
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Forecast combination approach in the loss given default estimation
Starosta, Wojciech - In: Applied economics letters 28 (2021) 21, pp. 1813-1817
Persistent link: https://www.econbiz.de/10012697676
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Loan loss provisions and macroeconomic shocks : some empirical evidence for italian banks during the crisis
Caporale, Guglielmo Maria; Alessi, Matteo; Di Colli, Stefano - In: Finance research letters 25 (2018), pp. 239-243
Persistent link: https://www.econbiz.de/10012003547
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The effect of TARP on loan loss provisions and bank transparency
Kim, Jinyong; Kim, Mingook; Lee, Jeong Hwan - In: Journal of banking & finance 102 (2019), pp. 79-99
Persistent link: https://www.econbiz.de/10012162777
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Interplay between accounting and prudential regulation
Bertomeu, Jeremy; Mahieux, Lucas; Sapra, Haresh - In: The accounting review : a publication of the American … 98 (2023) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10014234196