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Stage transfer effect on impairment forecasts
Skoglund, Jimmy, (2018)
How do bank managers forecast the future in the shadow of the past? : an examination of expected credit losses under IFRS 9
Du, Ning, (2023)
What do analysts' provision forecasts tell us about expected credit loss recognition?
Beatty, Anne, (2021)
The performance of value-at-risk models during the crisis
Skoglund, Jimmy, (2010)
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy, (2011)
Credit valuation adjustment tail risk and the impact of wrong way trades
Skoglund, Jimmy, (2013)