UID:
edocfu_9960178655702883
Format:
1 online resource (47 pages)
ISBN:
1-5135-4962-6
Series Statement:
IMF Working Papers
Content:
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.
Additional Edition:
ISBN 1-5135-4908-1
Language:
English
