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Bolder, 2021 - Google Patents

Computing Loan Impairments

Bolder, 2021

Document ID
7577469038590464945
Author
Bolder D
Publication year
Publication venue
Modelling Economic Capital: Practical Credit-Risk Methodologies, Applications, and Implementation Details

External Links

Snippet

Loan impairments or expected credit losses—an accounting quantity—are not typically included in one's economic-capital framework. This is somewhat short-sighted. Expected credit losses are naturally linked to the credit-loss distribution underlying our economic …
Continue reading at link.springer.com (other versions)

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