Zobrazeno 1 - 10
of 6 106
pro vyhledávání: '"Pro-cyclicality"'
Autor:
Bräutigam, Marcel1,2 (AUTHOR), Kratz, Marie1 (AUTHOR) kratz@essec.edu
Publikováno v:
Annals of Actuarial Science. Nov2023, Vol. 17 Issue 3, p547-579. 33p.
Akademický článek
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Autor:
Bräutigam, Marcel1,2 (AUTHOR), Dacorogna, Michel3 (AUTHOR), Kratz, Marie1 (AUTHOR) kratz@essec.edu
Publikováno v:
Mathematical Finance. Apr2023, Vol. 33 Issue 2, p308-341. 34p.
Autor:
DJELIL Bilal, SAIDJ Faiz
Publikováno v:
المجلة الدولية للأداء الاقتصادي, Vol 7, Iss 01 (2024)
The objective of this paper is to analyse the procyclicality behavior of Expected Credit Loss (ECL) model introduced by IFRS 9, during the economic downturn due to the Covid 19 pandemic. A regression analysis was conducted on a dataset gathered from
Externí odkaz:
https://doaj.org/article/dbe1975c058449a6af61062e2dbd07f1
Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source
Since the introduction of risk-based solvency regulation, pro-cyclicality has been a subject of concerns from all market participants. Here, we lay down a methodology to evaluate the amount of pro-cyclicality in the way finnancial institutions measur
Externí odkaz:
http://arxiv.org/abs/1903.03969
Autor:
Lim, Kwangsoo1
Publikováno v:
International Journal of Finance & Banking Studies. 2022, Vol. 11 Issue 3, p14-20. 7p.
Publikováno v:
In International Review of Financial Analysis November 2021 78
Publikováno v:
In Journal of Financial Stability April 2021 53
Publikováno v:
Economic Change & Restructuring. Feb2019, Vol. 52 Issue 1, p19-41. 23p.