Results 271 to 280 of about 1,818,388 (305)

Expected loss and Impact of Risk: backtesting parameter-based expected loss in a Basel II framework

The Journal of Risk Model Validation, 2013
The dependency structure of credit risk parameters is a key driver for capital consumption and receives regulatory and scientific attention. The impact of parameter imperfections on the quality of expected loss (EL) in the sense of a fair, unbiased estimate of risk expenses, however, is barely covered.
openaire   +1 more source

Switching from Incurred to Expected Loan Loss Provisioning: Early Evidence

Journal of Accounting Research, 2021
German LÓPEZ‐ESPINOSA, Gaizka Ormazabal   +1 more
exaly  

A note on - vs. -expected loss portfolio constraints

Quantitative Finance, 2021
Jia-Wen Gu, Mogens Steffensen, Harry Zheng   +2 more
exaly  

Market reaction to the expected loss model in banks

Journal of Financial Stability, 2021
Enrico Onali, Gianluca Ginesti, Giovanni Cardillo   +2 more
exaly  

An Optimal Distribution Load Scheduling Considering the Loss Of Energy Expectation (LOEE) and Loss Of Load Expectation (LOLE)

2023 15th International Conference on Computer and Automation Engineering (ICCAE), 2023
Nonzol R. A, Tuliao Y. P, Michael C. Pacis   +2 more
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The Interaction of the IFRS 9 Expected Loss Approach with Supervisory Rules and Implications for Financial Stability

Accounting in Europe, 2016
Zoltan Novotny-Farkas
exaly  

loss expectancy

2000
openaire   +1 more source

On the Procyclicality of Expected Loss Provisioning

SSRN Electronic Journal, 2018
Roman Goncharenko, Asad Rauf
openaire   +1 more source

loss expectancy

2011
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Difficulties with inevitable and expected loss:

Bereavement Care, 1995
Janet Edgar Taylor, Joan E Norris
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