A pragmatic macroeconomic default risk adjustment in developing countries
Suben Moodley, Tanja Verster, Helgard Raubenheimer
| Year of publication: |
2025
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|---|---|
| Authors: | Moodley, Suben ; Verster, Tanja ; Raubenheimer, Helgard G. |
| Published in: |
South African journal of economic and management sciences. - Pretoria : [Verlag nicht ermittelbar], ISSN 2222-3436, ZDB-ID 2628615-4. - Vol. 28.2025, 1, p. 1-13
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| Subject: | probability of default | PD | macro-economic PD adjustment | IFRS 9 expected credit loss | ECL | machine learning in credit risk | developing countries | Kreditrisiko | Credit risk | Entwicklungsländer | Developing countries | IFRS | Insolvenz | Insolvency | Künstliche Intelligenz | Artificial intelligence | Länderrisiko | Country risk | Internationale Staatsschulden | International sovereign debt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4102/sajems.v28i1.5958 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015624541