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naenumtou/ifrs9

The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those three parameters as well as staging criteria.

Owner
naenumtou (personal account)
Stars
Stars: 134
Forks
Forks: 52
Language
Jupyter Notebook
License
None
Created
2021
Topics
ifrs-9machine-learningfinancial-analysisfinancial-servicesrisk-managementcredit-riskrisk-modellingfinancial-modeling
Tier
Prototype (100 to 249 ★) What this tier means
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