Approaches to Modelling Exposure at Default for the Entire Life of the Asset
This paper is devoted to developing an optimal model for assessing the default requirement (EAD) of assets over the entire life of a financial instrument in accordance with the requirements of IFRS 9 “Financial instruments”. The EAD for the whole life of a financial instrument is a set of estimates...
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| Format: | Article |
| Language: | English |
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Financial Research Institute
2021-08-01
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| Series: | Финансовый журнал |
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| Online Access: | https://www.finjournal-nifi.ru/images/FILES/Journal/Archive/2021/4/statii/07_4_2021_v13.pdf |