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Forecast of Forecast: An Analytic Approach to Stressed Impairment Forecasting

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/9781119207917.ch39openalex-extracted
IFRS 9 Financial Instruments and IAS 39 Financial Instruments: Recognition and Measurement
inferredcites →https://doi.org/10.1017/9781316884560.008openalex-extracted
Making Sense of the EU-Wide Stress Test – Comparing SRISK and the ECB/EBA Measures of Bank Vulnerability
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb03058.xopenalex-extracted
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
inferredcites →https://doi.org/10.21314/jrmv.2016.158openalex-extracted
Some options for evaluating significant deterioration under IFRS 9
inferredcites →https://doi.org/10.21314/jrmv.2017.167openalex-extracted
Rating Momentum in the Macroeconomic Stress Testing and Scenario Analysis of Credit Risk
inferredcites →https://doi.org/10.2139/ssrn.2808397openalex-extracted
inferredcites →https://doi.org/10.21314/jcr.2016.208openalex-snapshot
The application of credit risk models to macroeconomic scenario analysis and stress testing
inferredcites →https://doi.org/10.69554/ichc6682openalex-snapshot
Credit risk term-structures for lifetime impairment forecasting: A practical guide

What points at this work

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inferred← citeshttps://doi.org/10.2139/ssrn.3086646openalex-extracted
Impairment Forecasts with Stage Migration
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.