Stressing of migration matrixes for International Financial Reporting Standard 9 and Internal Capital Adequacy Assessment Process calculations

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F22%3A00058180" target="_blank" >RIV/61384399:31110/22:00058180 - isvavai.cz</a>
Result on the web
<a href="https://www.risk.net/journal-of-credit-risk/7954056/stressing-of-migration-matrixes-for-international-financial-reporting-standard-9-and-internal-capital-adequacy-assessment-process-calculations" target="_blank" >https://www.risk.net/journal-of-credit-risk/7954056/stressing-of-migration-matrixes-for-international-financial-reporting-standard-9-and-internal-capital-adequacy-assessment-process-calculations</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.21314/JCR.2022.003" target="_blank" >10.21314/JCR.2022.003</a>

Result language
angličtina
Original language name
Stressing of migration matrixes for International Financial Reporting Standard 9 and Internal Capital Adequacy Assessment Process calculations
Original language description
Main topics of the document: International Financial Reporting Standard 9 (IFRS 9); Internal Capital Adequacy Assessment Process (ICAAP); transition matrix; default; correlation
Czech name
—
Czech description
—

Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
50206 - Finance

Project
<a href="/en/project/GA18-05244S" target="_blank" >GA18-05244S: Innovative Approaches to Credit Risk Management</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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