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Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective

Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective »

Source: Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective

Volume/Issue: 2020/111

Series: IMF Working Papers

Author(s): Marco Gross , Dimitrios Laliotis , Mindaugas Leika , and Pavel Lukyantsau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 July 2020

ISBN: 9781513549088

Keywords: Financial crises, Financial institutions, Financial instruments, Macroprudential policies and financial stability, Financial systems, Credit risk, IFRS 9, CECL, lifetime probability of default, LGD modeling.

The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite serves as an illustration for institutions wishing to...

Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective

Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective »

Volume/Issue: 2020/111

Series: IMF Working Papers

Author(s): Marco Gross , Dimitrios Laliotis , Mindaugas Leika , and Pavel Lukyantsau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 July 2020

DOI: http://dx.doi.org/10.5089/9781513549088.001

ISBN: 9781513549088

Keywords: Financial crises, Financial institutions, Financial instruments, Macroprudential policies and financial stability, Financial systems, Credit risk, IFRS 9, CECL, lifetime probability of default, LGD modeling.

The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite serves as an illustration for institutions wishing to...

Accepting the Reality of Secular Stagnation

Accepting the Reality of Secular Stagnation »

Source: Finance & Development, March 2020

Volume/Issue: 57/1

Series: Finance & Development

Author(s): International Monetary Fund. Communications Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 March 2020

ISBN: 9781513528830

Keywords: Population, Economic growth, Women, Demographic transition, Labor markets, FD, F&D, working-age, fertility, advanced economy

This issue of Finance & Development discusses link between demographics and economic well-being. In the coming decades, demographics is expected to be more favorable to economic well-being in the less developed reg...

Back to Basics: How Can Interest Rates Be Negative?

Back to Basics: How Can Interest Rates Be Negative? »

Source: Finance & Development, March 2020

Volume/Issue: 57/1

Series: Finance & Development

Author(s): International Monetary Fund. Communications Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 March 2020

ISBN: 9781513528830

Keywords: Population, Economic growth, Women, Demographic transition, Labor markets, FD, F&D, working-age, fertility, advanced economy

This issue of Finance & Development discusses link between demographics and economic well-being. In the coming decades, demographics is expected to be more favorable to economic well-being in the less developed reg...

Book Reviews

Book Reviews »

Source: Finance & Development, March 2020

Volume/Issue: 57/1

Series: Finance & Development

Author(s): International Monetary Fund. Communications Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 March 2020

ISBN: 9781513528830

Keywords: Population, Economic growth, Women, Demographic transition, Labor markets, FD, F&D, working-age, fertility, advanced economy

This issue of Finance & Development discusses link between demographics and economic well-being. In the coming decades, demographics is expected to be more favorable to economic well-being in the less developed reg...

Coming of Age

Coming of Age »

Source: Finance & Development, March 2020

Volume/Issue: 57/1

Series: Finance & Development

Author(s): International Monetary Fund. Communications Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 March 2020

ISBN: 9781513528830

Keywords: Population, Economic growth, Women, Demographic transition, Labor markets, FD, F&D, working-age, fertility, advanced economy

This issue of Finance & Development discusses link between demographics and economic well-being. In the coming decades, demographics is expected to be more favorable to economic well-being in the less developed reg...

Currency Notes: Natural Treasures

Currency Notes: Natural Treasures »

Source: Finance & Development, March 2020

Volume/Issue: 57/1

Series: Finance & Development

Author(s): International Monetary Fund. Communications Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 March 2020

ISBN: 9781513528830

Keywords: Population, Economic growth, Women, Demographic transition, Labor markets, FD, F&D, working-age, fertility, advanced economy

This issue of Finance & Development discusses link between demographics and economic well-being. In the coming decades, demographics is expected to be more favorable to economic well-being in the less developed reg...

Eastern Europe’s: Exodus

Eastern Europe’s: Exodus »

Source: Finance & Development, March 2020

Volume/Issue: 57/1

Series: Finance & Development

Author(s): International Monetary Fund. Communications Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 March 2020

ISBN: 9781513528830

Keywords: Population, Economic growth, Women, Demographic transition, Labor markets, FD, F&D, working-age, fertility, advanced economy

This issue of Finance & Development discusses link between demographics and economic well-being. In the coming decades, demographics is expected to be more favorable to economic well-being in the less developed reg...

Editor’s Letter: Demographics and Destiny

Editor’s Letter: Demographics and Destiny »

Source: Finance & Development, March 2020

Volume/Issue: 57/1

Series: Finance & Development

Author(s): International Monetary Fund. Communications Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 March 2020

ISBN: 9781513528830

Keywords: Population, Economic growth, Women, Demographic transition, Labor markets, FD, F&D, working-age, fertility, advanced economy

This issue of Finance & Development discusses link between demographics and economic well-being. In the coming decades, demographics is expected to be more favorable to economic well-being in the less developed reg...

Finance & Development, March 2020

Finance & Development, March 2020 »

Volume/Issue: 57/1

Series: Finance & Development

Author(s): International Monetary Fund. Communications Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 March 2020

DOI: http://dx.doi.org/10.5089/9781513528830.022

ISBN: 9781513528830

Keywords: Population, Economic growth, Women, Demographic transition, Labor markets, FD, F&D, working-age, fertility, advanced economy

This issue of Finance & Development discusses link between demographics and economic well-being. In the coming decades, demographics is expected to be more favorable to economic well-being in the less developed reg...