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Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study
Arno Botha / Janette Larney / Marcel Muller / Mohammed Gabru
credit risk / regressionResource overview

Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study

Paper2026

by Arno Botha, Janette Larney, Marcel Muller, Mohammed Gabru

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credit riskregression

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