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Economic capital: A brief history and practical applications today
Ferguson, Tally - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 57-78
Persistent link: https://www.econbiz.de/10012041840
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Credit risk forecasting modelling and projections under IFRS 9
Montesi, Giuseppe; Papiro, Giovanni; Ugolini, Laura - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 79-101
Persistent link: https://www.econbiz.de/10012041846
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The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.> - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 218-243
Persistent link: https://www.econbiz.de/10011942534
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Stage transfer effect on impairment forecasts
Skoglund, Jimmy; Chen, Wei - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 244-256
Persistent link: https://www.econbiz.de/10011942536
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Point-in-time loss-given default rates and exposures at default models for IFRS 9/CECL and stress testing
Chawla, Gaurav; Forest, Lawrence R. <Jr.>; Aguais, Scott D. - In: Journal of risk management in financial institutions 9 (2016) 3, pp. 249-263
Persistent link: https://www.econbiz.de/10011661844
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A framework to analyse the sovereign credit risk exposure of financial institutions
Lewis, Jide - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 130-146
Persistent link: https://www.econbiz.de/10011306356
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Stress testing of credit portfolios in light- and heavy-tailed models
Kalkbrener, Michael; Packham, Natalie - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 34-44
Persistent link: https://www.econbiz.de/10010526459
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A foundational approach to credit migration for stress testing and expected credit loss estimation
Sobehart, Jorge R.; Sun, Xiaoming - In: Journal of risk management in financial institutions 11 (2017/2018) 2, pp. 156-172
Persistent link: https://www.econbiz.de/10011879478
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Evolution of risk management from risk compliance to strategic risk management : from Basel I to Basel II, III and IFRS 9
Ozdemir, Bogie - In: Journal of risk management in financial institutions 11 (2017/2018) 1, pp. 76-85
Persistent link: https://www.econbiz.de/10011861024
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Community bank proactive risk management : concentration management, stress testing and capital planning
Cherpack, Peter L.; Jones, Brian W. - In: Journal of risk management in financial institutions 6 (2012/13) 4, pp. 411-432
Persistent link: https://www.econbiz.de/10010227151