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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.

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

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ifrs9's Issues

Transaction.parquet is missing

Hi,

Thank you for this repository, it helps me a lot in learning provisioning and python. However, the transaction.parquet which is referenced by some notebooks, is missing from the repository. If it's not a problem to you, could you please provide it?

Thanks in advance.

Regards,
Agung

some models about economic capital or stresstests

Hi brother,
I would like to say, thanks for the models for IFRS9 and credit risk. currently I am doing some research about unexpected credit loss and stress tests, about in github there is no real good project about these topics. do you have some idea or model to share.

thanks a lot in advanced.

marcus

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