A prudent loss given default estimation for mortgages. II
Bogie Ozdemir and Emma Huang
| Year of publication: |
2021
|
|---|---|
| Authors: | Ozdemir, Bogie ; Huang, Emma |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 15.2021, 4, p. 1-27
|
| Subject: | International Financial Reporting Standard 9 (IFRS 9) | stress testing | Basel | loss given default (LGD) | exposure at default (EaD) | conditional expected loss | IFRS | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Hypothek | Mortgage | Prognoseverfahren | Forecasting model | Kreditgeschäft | Bank lending |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2021.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013173359