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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.

语言:Jupyter Notebook · GitHub 星标:134 · Fork:52

话题:credit-risk · financial-analysis · financial-modeling · financial-services · ifrs-9 · machine-learning · risk-management · risk-modelling

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