Stressing of migration matrices for IFRS 9 and ICAAP Calculations

Jiří Witzany

Year of publication:	2020
Authors:	Witzany, Jiří
Publisher:	Prague : Faculty of Finance and Accounting, University of Economics
Subject:	ICAAP \| IFRS 9 provisions \| correlation \| Probit model \| Logit model \| IFRS \| Logit-Modell \| Probit-Modell \| Theorie \| Theory \| Kreditrisiko \| Credit risk \| Korrelation \| Correlation

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