An analysis of the impact of modeling assumptions in the Current Expected Credit Loss (CEFL) framework on the provisioning for credit loss
Michael Jacobs, Jr.
| Year of publication: |
2019
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|---|---|
| Authors: | Jacobs, Michael <Jr.> |
| Published in: |
Journal of risk & control. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3701, ZDB-ID 2818578-X. - Vol. 6.2019, 1, p. 65-112
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| Subject: | Accounting Rule Change | Current Expected Credit Loss | Allowance for Loan and Lease Losses | Credit provisions | Credit Risk | Financial Crisis | Model Risk | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Theorie | Theory | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | IFRS |
| 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/10012237603