The new impairment loss credit loss model under IFRS 9 – Post transition model implications
Preprint in SSRN Electronic Journal (January 2024)
The most recent citing publications are shown below. View all 17 publications that cite this research output on Dimensions.
Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach
Article in Communications in Nonlinear Science and Numerical Simulation (April 2023)
The Calibration of the IRB Supervisory Formula – A Case Study
Preprint in SSRN Electronic Journal (January 2023)