Market reaction to the expected loss model in banks
Year of publication: |
2024
|
---|---|
Authors: | Onali, Enrico ; Ginesti, Gianluca ; Cardillo, Giovanni ; Torluccio, Giuseppe |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2165108-5. - Vol. 74.2024, Art.-No. 101831, p. 1-17
|
Subject: | Expected loss model | Impairment | IFRS 9 | Loan loss provisions | Stock market reaction | IFRS | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | Kreditrisiko | Credit risk | Verlust | Loss | Bank | Kreditgeschäft | Bank lending | Bankrisiko | Bank risk | Erwartungsbildung | Expectation formation |
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