EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"EaD modelling"
Narrow search

Narrow search

Year of publication
Subject
All
Basel 1 Basel Accord 1 Basler Akkord 1 CECL 1 Correlation 1 Credit risk 1 EaD modelling 1 IFRS-9 1 Korrelation 1 Kreditrisiko 1 PD-LGD-EaD correlations 1 Theorie 1 Theory 1 credit VaR 1
more ... less ...
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Miu, Peter 1 Ozdemir, Bogie 1
Published in...
All
Journal of risk management in financial institutions 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
A coherent economic framework to model correlations between PD, LGD and EaD, and its applications in EaD modelling and IFRS-9
Miu, Peter; Ozdemir, Bogie - In: Journal of risk management in financial institutions 16 (2022/2023) 1, pp. 52-78
Persistent link: https://www.econbiz.de/10014293052
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...