IFRS 9 and CECL Credit Risk Modelling and Validation || Lifetime PD
- 作者Bellini, Tiziano
- 文件大小2343.60KB
- 发表时间2019
- DOI10.1016/B978-0-12-814940-9.00011-6
- 页码91-153
同作者推荐
Robust analysis of default intensityTiziano Bellini; Marco Riani · 2012
Forward search outlier detection in data envelopment analysisTiziano Bellini · 2012
Stress Testing and Risk Integration in Banks || PrefaceBellini, Tiziano · 2017
Stress Testing and Risk Integration in Banks || Risk IntegrationBellini, Tiziano · 2017
IFRS 9 and CECL Credit Risk Modelling and Validation || PrefaceBellini, Tiziano · 2019
Integrated Bank Risk Modeling: A Bottom-Up Statistical FrameworkBellini, Tiziano · SSRN Electronic Journal · 2013
Stress Testing and Risk Integration in Banks || Reverse Stress TestingBellini, Tiziano · 2017
IFRS 9 and CECL Credit Risk Modelling and Validation || Lifetime PDBellini, Tiziano · 2019