Default Prediction Using the Cox Regression Model and Macroeconomic Conditions – A Lifetime Perspective
Abstract Aim: Since the implementation of International Financial Reporting Standards 9 (IFRS 9), several techniques on estimating the risk parameters for calculating the expected credit losses (ECL) have been implemented across financial institutions. The purpose of this study was to present the...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
2024-07-01
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| Series: | Ekonometria |
| Subjects: | |
| Online Access: | https://journals.ue.wroc.pl/eada/article/view/1320 |
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