Narrow search
Showing 1 - 10 of 242
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Sustainable profitability in volatile cyclical markets
Sarraf, Hanna - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
Cover Image
Macrofinancial stress testing : incorporating systemic risk perspectives into a stress framework
Oura, Hiroko; Schumacher, Liliana - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 26-37
Persistent link: https://www.econbiz.de/10010259568
Cover Image
A framework to analyse the sovereign credit risk exposure of financial institutions
Lewis, Jide - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 130-146
Persistent link: https://www.econbiz.de/10011306356
Cover Image
A regulatory stress test to-do list : transparency and accuracy
Kupiec, Paul H. - In: Journal of risk management in financial institutions 11 (2017/2018) 2, pp. 132-147
Persistent link: https://www.econbiz.de/10011879467
Cover Image
Stress testing European banks : lessons for risk managers
Haben, Piers; Friedrich, Benjamin - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 264-276
Persistent link: https://www.econbiz.de/10011443585
Cover Image
Use of stress scenarios in market risk economic capital
Smillie, Alan; Epperlein, Eduardo; Pandya, Triyog - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 85-92
Persistent link: https://www.econbiz.de/10010259554