Banks' credit loss forecasts: lessons from supervisory data

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Banks' credit loss forecasts: lessons from supervisory data

BIS Working Papers | No 1125 | 25 September 2023by Martin Birn, Renzo Corrias, Christian Schmieder and Nikola TarashevPDF full text (394kb) | 31 pagesSummaryFocusAfter the Great Financial Crisis, policy initiatives sought to overhaul banks' measurement of financial risks for regulatory purposes.

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