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Macroeconomic Approach to Point in Time Probability of Default Modeling – IFRS 9 Challenges
9 references·2 citing·43 second hop
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this work references cited by second hop

References

  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 1999A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series446 cited
  • 2005Measuring the Default Risk of Small Business Loans: A Survival Analysis Approach133 cited
  • 2004Survival analysis and the credit-granting decision35 cited
  • 2005Financial survival analysis of defaulted debtors27 cited
  • 2004Bank Lending Policy, Credit Scoring and the Survival of Loans25 cited
  • 2018Application of Ethics in the Accounting Profession with an Overview of the Banking Sector20 cited

Cited by

  • 2021How to estimate expected credit losses – ECL – for provisioning under IFRS 924 cited
  • 2021Issues and challenges of IFRS 9 in Malaysian Islamic financial institutions: recognition criteria perspective17 cited

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