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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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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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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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Evolution of risk management from risk compliance to strategic risk management : from Basel I to Basel II, III and IFRS 9
Ozdemir, Bogie - In: Journal of risk management in financial institutions 11 (2017/2018) 1, pp. 76-85
Persistent link: https://www.econbiz.de/10011861024
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Retail credit capital charge optimisation and the new Basel Accord
Botha, Marius; Van Vuuren, Gary - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 265-283
Persistent link: https://www.econbiz.de/10003865066
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Credit derivatives : banks' behaviour, financial stability and banking regulation
Karras, Konstantinos N. - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10003831751
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A risk-adjusted pricing model for bank loans : challenging issues from Basel II
Curcio, Domenico; Gianfrancesco, Igor - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 117-145
Persistent link: https://www.econbiz.de/10009154325
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Convexity and correlation effects in expected credit loss calculations for IFRS9/CECL and stress testing
Chawla, Gaurav; Forest, Lawrence R. <Jr.>; Aguais, Scott D. - In: Journal of risk management in financial institutions 10 (2016/2017) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011670653
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Diversification effects in operational risk: a robust approach
Monti, Fabio; Brunner, Michael; Piacenza, Fabio; … - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 243-258
Persistent link: https://www.econbiz.de/10003991473
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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