IFRS 9 compliant adjustment of CDS implied point-in-time PDs to through-the-cycle default frequencies

M Gubareva - ISCAL Working Paper Series, 2018 - repositorio.ipl.pt
This paper presents an economically justified International Financial Reporting Standard 9
(IFRS 9) compliant solution around the impairment component related to Expected Credit …
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[PDF][PDF] IFRS 9 Compliant Adjustment of CDS Implied Point-in-Time PDs to Through-the-Cycle Default Frequencies

M Gubareva - academia.edu
This paper presents an economically justified International Financial Reporting Standard 9
(IFRS 9) compliant solution around the impairment component related to Expected Credit …