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Forecasting expected and unexpected losses
Juselius, Mikael; Tarashev, Nikola A. - 2020
Persistent link: https://www.econbiz.de/10012483284
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What do analysts' provision forecasts tell us about expected credit loss recognition?
Beatty, Anne; Liao, Scott - In: The accounting review : a publication of the American … 96 (2021) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10012439357
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The expected rate of credit losses on banks' loan portfolios
Harris, Trevor S.; Khan, Urooj; Nissim, Doron - In: The accounting review : a publication of the American … 93 (2018) 5, pp. 245-271
Persistent link: https://www.econbiz.de/10011933703
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Expected loan loss provisioning : an empirical model
Lu, Yao; Nikolaev, Valeri V. - In: The accounting review : a publication of the American … 97 (2022) 7, pp. 319-346
Persistent link: https://www.econbiz.de/10013503595
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The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique; Christodoulakis, George A.; Poon, … - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
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Countercyclical prudential buffers and bank risk-taking
Illueca, Manuel; Norden, Lars; Pacelli, Joseph; Udell, … - In: Journal of financial intermediation 51 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013401647
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Accounting for financial stability : lessons from the financial crisis and future challenges
Bischof, Jannis; Laux, Christian; Leuz, Christian - 2020
This paper examines banks' disclosures and loss recognition in the financial crisis and identifies several core issues …' reporting incentives played a key role, which has important implications for bank supervision and the new expected loss model …
Persistent link: https://www.econbiz.de/10012241734
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Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.> - In: The journal of risk model validation 16 (2022) 3, pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
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The economic cost of higher capital and liquidity requirements : impact on lending rate and GDP
Jensen, Lars - In: Nationaløkonomisk tidsskrift 153 (2015) 1, pp. 41-74
Persistent link: https://www.econbiz.de/10011765226