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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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An analysis of the determinants of S&P ratings assigned to Canadian firms : application of a multinomial logit
Amdouni, Walid; Soumaré, Issouf - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 353-369
Persistent link: https://www.econbiz.de/10011346969
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Credit risk forecasting modelling and projections under IFRS 9
Montesi, Giuseppe; Papiro, Giovanni; Ugolini, Laura - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 79-101
Persistent link: https://www.econbiz.de/10012041846
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The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.> - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 218-243
Persistent link: https://www.econbiz.de/10011942534
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Stage transfer effect on impairment forecasts
Skoglund, Jimmy; Chen, Wei - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 244-256
Persistent link: https://www.econbiz.de/10011942536
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Expected loss provisioning under upcoming IFRS 9 Impairment Standards : a new source of P&L volatility - can we tame it?
Reitgruber, Wolfgang - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 332-343
Persistent link: https://www.econbiz.de/10011663073
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A quantitative model to articulate the banking risk appetite framework
Baldan, Cinzia; Geretto, Enrico; Zen, Francesco - In: Journal of risk management in financial institutions 9 (2016) 2, pp. 175-196
Persistent link: https://www.econbiz.de/10011666248
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Smoothing transition probability matrices under a risk sensitive approach
Perilioglu, Ahmet; Perilioglu, Karina - In: Journal of risk management in financial institutions 10 (2016/2017) 4, pp. 395-411
Persistent link: https://www.econbiz.de/10011753968
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Coping with inconsistencies in bank risk weighted assets
Araten, Michel - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 219-228
Persistent link: https://www.econbiz.de/10010197078
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Revised partial use : banking supervision on the right track
Neisen, Martin; Schulte-Mattler, Hermann - In: Journal of risk management in financial institutions 13 (2019/2020) 1, pp. 70-80
Persistent link: https://www.econbiz.de/10012250012