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Macroeconomic Approach to Point in Time Probability of Default Modeling – IFRS 9 Challenges Cover

Macroeconomic Approach to Point in Time Probability of Default Modeling – IFRS 9 Challenges

Journal of Central Banking Theory and Practice
Volume 8 (2019): Issue 1 (January 2019)
By:   
Open Access
|Jan 2019
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DOI: https://doi.org/10.2478/jcbtp-2019-0010 | Journal eISSN: 2336-9205
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Language: English
Page range: 209 - 223
Published on: Jan 3, 2019
Published by: Central Bank of Montenegro
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
IFRS 9,
Term Structure of Probability of Default,
Point in Time Probability of Default,
Forward-looking,
Macroeconomic approach,
Model averaging
Related subjects:
Business and economics,
Business management,
Business management, other

© 2019 Andrija Đurović, published by Central Bank of Montenegro
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 8 (2019): Issue 1 (January 2019)
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