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Dennis Khavkin

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35

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Dec 26
Jan 28
Mar 02

Top tag

credit-risk

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50 Rep.

Comment everywhere

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8

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12 votes cast

Answers (4)

Votes Activity Newest

4	calculating sharpe and sortino ratio given monthly returns
2	PD and LGD for ECL calculations needs to be time dependent?
2	IFRS9 - Lifetime Expected Credit Losses (ECL) Probability of Default (PD) - how do they get distributed in quarters?
1	Exposure At Default: Calculating the present value

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Questions (3)

Votes Activity Newest

2	How do i calculate the Current Expected Credit Loss Model (CECL)
1	Exposure At Default: Calculating the present value
1	Estimation of the probability of default for the expected loss model (IFRS9)

Tags (12)

5 credit-risk × 4	2 ecl
4 default-probability × 3	2 lifetime
4 portfolio-management	2 risk-models
4 sharpe-ratio	2 risk
2 ifrs9 × 3	1 present-value × 2

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Accounts (8)

	Quantitative Finance	35 rep	8 bronze badges
	Mathematics	13 rep	4 bronze badges
	Meta Stack Exchange	1 rep	1 bronze badge
	Personal Finance & Money	1 rep	1 bronze badge
	Economics	1 rep	1 bronze badge

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Promoter	Student
Custodian	Scholar
Editor	Teacher
Supporter	Autobiographer

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Votes cast (12)

all time			by type
12	up		5	question
0	down		7	answer

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