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

  •  
  • Overview
  •  
  • Research
  •  
  • Identity
  •  
  • Additional Document Info
  •  
  • View All
  •  

abstract

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

publication date

  • June 2017