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Efficient credit portfolios under IFRS 9 - MaRDI portal

Efficient credit portfolios under IFRS 9 (Q6079987)

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scientific article; zbMATH DE number 7744757
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English
Efficient credit portfolios under IFRS 9
scientific article; zbMATH DE number 7744757

    Statements

    title
    Efficient credit portfolios under IFRS 9 (English)
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    author
    Q6071065
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    Pedro Júdice
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    publication date
    29 September 2023
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    zbMATH Keywords
    IFRS 9
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    IAS 39
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    CECL
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    credit risk
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    transition matrices
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    stochastic simulation
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    Identifiers

    zbMATH DE Number
    7744757
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    OpenAlex ID
    W3188545594
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    DOI
    10.1111/ITOR.13137
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