Forecasting expected and unexpected losses

by Mikael Juselius and Nikola Tarashev

Year of publication:	2020
Authors:	Juselius, Mikael ; Tarashev, Nikola A.
Publisher:	[Basel] : Bank for International Settlements, Monetary and Economic Department
Subject:	Loss rate forecasts \| cyclical turning points \| expected loss provisioning \| bank capital \| Theorie \| Theory \| Prognoseverfahren \| Forecasting model \| Erwartungsbildung \| Expectation formation \| Verlust \| Loss \| Kreditrisiko \| Credit risk \| Konjunktureller Wendepunkt \| Business cycle turning point

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