naenumtou / ifrs9Links
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.
☆105Updated 2 months ago
Alternatives and similar repositories for ifrs9
Users that are interested in ifrs9 are comparing it to the libraries listed below
Sorting:
- Applied Data Science for Credit Risk☆175Updated this week
- Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)☆29Updated last year
- Credit-Risk Modelling Libraries☆130Updated 7 years ago
- Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discre…☆95Updated 5 years ago
- Forecasting: principles and practice in python☆204Updated 2 years ago
- ScriptUni Python in Finance Certificate Final Project☆41Updated 3 years ago
- A comprehensive credit risk model and scorecard using data from Lending Club☆148Updated 4 years ago
- We calculate PD,LGD,EAD and Expected loss using logistic and beta regression.☆11Updated 4 years ago
- ☆13Updated 5 years ago
- The repository of "Python for Finance Cookbook" 2nd edition☆254Updated 3 years ago
- Modern Time Series Forecasting with Python 2E, Published by Packt☆190Updated last month
- Credit Risk Modelling | Calculation of PD, LGD, EDA and EL with Machine Learning in Python☆58Updated 2 years ago
- Quant Research☆99Updated this week
- One factor Vasicek model in Python.☆12Updated 2 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 years ago
- Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.☆24Updated 6 years ago
- World beating online covariance and portfolio construction.☆311Updated 3 months ago
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…☆47Updated this week
- Python-centered read-along of Forecasting: Principles and Practice☆511Updated 3 months ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆14Updated last year
- Credit Risk analysis by using Python and ML☆172Updated 8 years ago
- Portfolio Management Workshop by Dan the Quant☆112Updated last month
- Implementation of Modern Portfolio Theory and Black Litterman Model☆19Updated 3 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- Website dedicated to a book on machine learning for factor investing☆238Updated 2 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated 2 months ago
- Code repository for the online course "Feature Engineering for Time Series Forecasting".☆198Updated 2 years ago
- Forecasting Time-Series Data with Facebook Prophet, published by Packt☆106Updated last month
- Forecasting crude oil price based on only historical price data utilizing time-series forecasting and ensemble modeling.☆16Updated 2 years ago
- Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.☆11Updated 3 years ago