Scholarly Works

Adapting the Basel II advanced...

Journal article

Adapting the Basel II advanced internal-ratings-based models for International Financial Reporting Standard 9

Abstract

This paper examines how we may use A-IRB models in the estimation of expected credit losses for IFRS 9 purposes.

Authors

Miu P; Ozdemir B

Journal

Journal of Credit Risk, , ,

Publication Date

June 1, 2017

Associated Experts

Peter Miu

Professor, DeGroote School of Business

Labels

Fields of Research (FoR)

3501 Accounting, auditing and accountability 3502 Banking, finance and investment 35 Commerce, Management, Tourism and Services

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