MODELING LIFETIME EXPECTED CREDIT LOSSES ON BANK LOANS

DOI10.1142/S0219024921500394zbMath1484.91499MaRDI QIDQ5061495

Thamayanthi Chellathurai

Publication date: 11 March 2022

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

probability of defaultbank loansdynamics of the firmmacroeconomic factorscredit impairment requirementscredit loss indicatorslifetime expected credit losses

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

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