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Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio - MaRDI portal

Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio (Q6071066)

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scientific article; zbMATH DE number 7771155
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Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio
scientific article; zbMATH DE number 7771155

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    Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio (English)
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    27 November 2023
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    asset classification
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    backtesting
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    IFRS 9
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    derivative-free optimization
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    sensitivity analysis
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    stochastic simulation
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