Format:
1 Online-Ressource (circa 48 Seiten)
,
Illustrationen
ISBN:
9781513549088
Series Statement:
IMF working paper WP/20, 111
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:
Erscheint auch als Druck-Ausgabe Gross, Marco Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective Washington, D.C. : International Monetary Fund, 2020 ISBN 9781513549088
Language:
English
Keywords:
Graue Literatur
DOI:
10.5089/9781513549088.001
