Forecast of Forecast: An Analytic Approach to Stressed Impairment Forecasting
Author:
Publisher
Elsevier BV
Reference13 articles.
1. Credit Risk Term-Structures for Lifetime Impairment Forecasting: A Practical Guide;J Skoglund;Journal of Risk Management in Financial Institutions,2017
2. The Application of Credit Risk Models to Macroeconomic Scenario Analysis and Stress Testing;Chen Skoglund;Journal of Credit Risk,2016
3. IFRS 9 Financial Instruments and IAS 39 Financial Instruments: Recognition and Measurement
4. Making Sense of the EU-Wide Stress Test – Comparing SRISK and the ECB/EBA Measures of Bank Vulnerability
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. A spline hazard model for current expected credit losses;Journal of Financial Economic Policy;2021-07-26
2. How to estimate expected credit losses – ECL – for provisioning under IFRS 9;The Journal of Risk Finance;2021-06-03
3. Credit portfolio stress testing using transition matrixes;Journal of Risk Model Validation;2019
4. Impairment Forecasts with Stage Migration;SSRN Electronic Journal;2017
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