Login
Register
Reset Password
Publish & Distribute
Publishing Solutions
Distribution Solutions
Subjects
Publications
Journals
Books
Proceedings
Publishers
Blog
Contact
Search
Cart
EUR
USD
GBP
English
English
Deutsch
Polski
Español
Français
Italiano
Home
Journals
Journal of Central Banking Theory and Practice
Volume 8 (2019): Issue 1 (January 2019)
Open Access
Macroeconomic Approach to Point in Time Probability of Default Modeling – IFRS 9 Challenges
Andrija Đurović
Andrija Đurović
| Jan 03, 2019
Journal of Central Banking Theory and Practice
Volume 8 (2019): Issue 1 (January 2019)
About this article
Previous Article
Next Article
Abstract
References
Authors
Articles in this Issue
Preview
PDF
Cite
Share
Published Online:
Jan 03, 2019
Page range:
209 - 223
DOI:
https://doi.org/10.2478/jcbtp-2019-0010
Keywords
IFRS 9
,
Term Structure of Probability of Default
,
Point in Time Probability of Default
,
Forward-looking
,
Macroeconomic approach
,
Model averaging
© 2019 Andrija Đurović, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.