The governance and disclosure of IFRS 9 economic scenarios
Year of publication: |
2023
|
---|---|
Authors: | Stander, Yolanda S. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 16.2023, 1, Art.-No. 47, p. 1-27
|
Subject: | automation | Archimedean copulas | ARIMA–GARCH | d-vine | economic scenarios | financial disclosures | IFRS 9 impairments | model risk management | procyclicality | spurious correlation | IFRS | Unternehmenspublizität | Corporate disclosure | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution |
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