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Parnes, 2022 - Google Patents

A spline hazard model for current expected credit losses

Parnes, 2022

Document ID
2510625135091223630
Author
Parnes D
Publication year
Publication venue
Journal of Financial Economic Policy

External Links

Snippet

Purpose The purpose of this paper is to present a comprehensive framework for assisting lending banks in their current expected credit losses (CECL) forthcoming computations. Design/methodology/approach The bottom-up approach requires multiple steps including …
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
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