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  • Search: subject:"ALLL"
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Year of publication
Subject
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Credit risk 2 Kreditrisiko 2 Theorie 2 Theory 2 ALLL 1 Accounting standards 1 Bank lending 1 Bank risk 1 Bankrisiko 1 Basel Accord 1 Basler Akkord 1 Bilanzierungsgrundsätze 1 Dodd-Frank Act stress testing (DFAST) 1 Financial crisis 1 Finanzkrise 1 Forecasting model 1 IFRS 1 Insolvency 1 Insolvenz 1 Kreditgeschäft 1 Loss 1 Prognoseverfahren 1 Verlust 1 allowance for loan and lease losses (ALLL) 1 comprehensive capital analysis and review (CCAR) 1 credit risk 1 current expected credit loss (CECL) 1 default time 1 expected loss 1 financial crisis 1 hazard rate model 1 lifetime loss benchmarking 1 lifetime loss forecasting 1 loss curve 1 peak default time 1
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Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Du, Fang 1 McPhail, Joseph E. 1 McPhail, Lihong Lu 1 Yang, Yimin 1 Zhou, Weixin 1
Published in...
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Journal of financial engineering 1 Journal of risk management in financial institutions 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Did you mean: subject:"alle" (30 results)
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A methodology for allocating allowance for loan and lease losses (ALLL) under new regulatory environment
Yang, Yimin; Du, Fang; Zhou, Weixin - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508088
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Cover Image
Forecasting lifetime credit losses : modelling considerations for complying with the new FASB and IASB current expected credit loss models
McPhail, Joseph E.; McPhail, Lihong Lu - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 375-388
Persistent link: https://www.econbiz.de/10011346965
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