Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective /
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....
| Tác giả chính: | |
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| Tác giả khác: | , , |
| Định dạng: | Tạp chí |
| Ngôn ngữ: | English |
| Được phát hành: |
Washington, D.C. :
International Monetary Fund,
2020.
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| Loạt: | IMF Working Papers; Working Paper ;
No. 2020/111 |
| Những chủ đề: | |
| Truy cập trực tuyến: | Full text available on IMF |