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|c 5.00 USD
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|z 9781513549088
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Gross, Marco.
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|a Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective /
|c Marco Gross, Dimitrios Laliotis, Mindaugas Leika, Pavel Lukyantsau.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2020.
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|a 1 online resource (47 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite serves as an illustration for institutions wishing to include accounting-based approaches for credit risk modeling in top-down stress tests. The tool suite is made available online along with this paper.
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|a Mode of access: Internet
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|a Accounting and Auditing
|2 imf
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|a Financial Institutions and Services
|2 imf
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|a Laliotis, Dimitrios.
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|a Leika, Mindaugas.
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|a Lukyantsau, Pavel.
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|a IMF Working Papers; Working Paper ;
|v No. 2020/111
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2020/111/001.2020.issue-111-en.xml
|z IMF e-Library
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