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IFRS 9 and CECL credit risk modelling and validation : a practical guide with examples worked in R and SAS /

"IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures....

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Bellini, Tiziano (Author)
Format: Electronic eBook
Language:Inglés
Published: London, United Kingdom : Academic Press, [2019]
Subjects:
Online Access:Texto completo

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