

Finding the corporate credit cycle for IFRS 9
Decomposing corporate default rates helps identify credit cycles
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Louis Brown and Xiaonan Che propose an alternative method of identifying and measuring credit cycles from the general credit risk time series, together with a simple approach for embedding the cyclicality effect for the probability of default component of the expected credit loss calculation under the IFRS 9 framework
The global financial crises between 2008 and 2009 highlighted the failures of the incurred loss approach for impairment models. The leaders of
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