Forecast combination approach in the loss given default estimation
Wojciech Starosta
| Year of publication: |
2021
|
|---|---|
| Authors: | Starosta, Wojciech |
| Subject: | forecast combination | IFRS 9 | loan loss provisioning | Loss given default | model averaging | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | IFRS | Basler Akkord | Basel Accord | Modellierung | Scientific modelling | Verlust | Loss | Insolvenz | Insolvency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1854438 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012697676