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21
A methodology for allocating allowance for loan and lease losses (ALLL) under new regulatory environment
Yang, Yimin
;
Du, Fang
;
Zhou, Weixin
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508088
Saved in:
22
Economic loan
loss
provision and expected
loss
Hlawatsch, Stefan
;
Ostrowski, Sebastian
-
2009
Persistent link: https://www.econbiz.de/10003840068
Saved in:
23
Large deviations in multifactor portfolio credit risk
Glasserman, Paul
;
Kang, Wanmo
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 345-379
Persistent link: https://www.econbiz.de/10003626548
Saved in:
24
Test-bedding the replacement of the incurred credit
loss
model with an expected credit
loss
model : the case of trade receivables
Gomaa, Mohamed
;
Kanagaretnam, Kiridaran
;
Mestelman, Stuart
-
2016
Persistent link: https://www.econbiz.de/10011477232
Saved in:
25
Considering the dependence between the credit
loss
severity and the probability of default in the estimate of portfolio credit risk : an experimental analysis
Di Clemente, Annalisa
- In:
Studi economici : rivista quadrimestrale
68
(
2013
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10010389432
Saved in:
26
A simplified method for calculating the credit risk of lending portfolios
Ieda, Akira
;
Marumo, Kouhei
;
Yoshiba, Toshinao
-
2000
Persistent link: https://www.econbiz.de/10001479160
Saved in:
27
Loan
loss
severity and optimal mortgage default
Lekkas, Vassilis
;
Quigley, John M.
;
Van Order, Robert
-
1993
Persistent link: https://www.econbiz.de/10001442098
Saved in:
28
A simplified method for calculating the credit risk of lending portfolios
Ieda, Akira
;
Marumo, Kouhei
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
18
(
2000
)
2
,
pp. 49-82
Persistent link: https://www.econbiz.de/10001539610
Saved in:
29
Does faster loan growth lead to higher loan losses?
Keeton, William R.
- In:
Economic review
84
(
1999
)
2
,
pp. 57-75
Persistent link: https://www.econbiz.de/10001411390
Saved in:
30
Portfolio credit risk
Wilson, Thomas Charles
- In:
Economic policy review
4
(
1998
)
3
,
pp. 71-82
Persistent link: https://www.econbiz.de/10001338732
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