Efficient credit portfolios under IFRS 9

DOI10.1111/itor.13137OpenAlexW3188545594MaRDI QIDQ6079987

Unnamed Author, Pedro Júdice

Publication date: 29 September 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/95484

zbMATH Keywords

credit riskstochastic simulationtransition matricesIFRS 9CECLIAS 39

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites Work

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