A holistic model validation framework for Current Expected Credit Loss (CECL) model development and implementation
Year of publication: |
2020
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Authors: | Jacobs, Michael <Jr.> |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 8.2020, 2/27, p. 1-36
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Subject: | credit risk | accounting rule change | allowance for loan and lease losses | credit provisions | current expected credit loss | financial crisis | model risk | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | Kreditgeschäft | Bank lending | Theorie | Theory | Risikomanagement | Risk management |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs8020027 [DOI] hdl:10419/257694 [Handle] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; M40 - Accounting and Auditing. General ; E47 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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Jacobs, Michael, (2020)
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