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Credit loss and systematic LGD

Frye, Jon; Jacobs, Michael <Jr.> - In: Managing and measuring risk : emerging global standards …, (pp. 307-339). 2012

Persistent link: https://www.econbiz.de/10009742617

Credit loss and systematic loss given default

Frye, Jon; Jacobs, Michael <Jr.> - In: The journal of credit risk : published quarterly by … 8 (2012) 1, pp. 109-140

Persistent link: https://www.econbiz.de/10009539228

An analysis of the impact of modeling assumptions in the Current Expected Credit Loss (CEFL) framework on the provisioning for credit loss

Jacobs, Michael <Jr.> - In: Journal of risk & control 6 (2019) 1, pp. 65-112

Persistent link: https://www.econbiz.de/10012237603

A holistic model validation framework for Current Expected Credit Loss (CECL) model development and implementation

Jacobs, Michael <Jr.> - In: International Journal of Financial Studies : open … 8 (2020) 2/27, pp. 1-36

The Current Expected Credit Loss (CECL) revised accounting standard for credit loss provisioning is the most important change to United States (US) accounting standards in recent history. In this study, we survey and assess practices in the validation of models that support CECL, across...

Persistent link: https://www.econbiz.de/10012239410