Tambunan, Mompo and Hanggraeni, Dewi (2022) Probability of Default (PD) per Province to Estimate a More Granular Impairment Credit Loss for Bank ABC. In: Proceedings of the 1st International Conference on Contemporary Risk Studies, ICONIC-RS 2022, 31 March-1 April 2022, South Jakarta, DKI Jakarta, Indonesia.
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Abstract
This paper aims to provide a more granular approach to the Probability of Default (PD) modeling process following the International Financial Reporting Standard (IFRS) 9 framework by calculating PWD credits per province at ABC Bank. The PD model will be formed using a transition matrix and multiple
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 15:37 |
| Last Modified: | 17 Apr 2026 05:19 |
| URI: | http://eprints.eai.eu/id/eprint/40172 |
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