A methodology for allocating allowance for loan and lease losses (ALLL) under new regulatory environment
Yimin Yang; Fang Du; Weixin Zhou
| Year of publication: |
2014
|
|---|---|
| Authors: | Yang, Yimin ; Du, Fang ; Zhou, Weixin |
| Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 1.2014, 1, p. 1-19
|
| Subject: | ALLL | default time | peak default time | loss curve | expected loss | lifetime loss benchmarking | Kreditrisiko | Credit risk | Theorie | Theory | Verlust | Loss | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010508088