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.
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최종 버전 다운로드 (.zip)- README.md
- ECLData.csv
- ECLLimitData.csv
- ForecastedMEV.csv
- HistoricalMEV.csv
- README.md
- abAmortization.ipynb
- abAmortization.sas
- amoritzation.sas
- amortization.ipynb
- ECLLimitLevel_Truncate.ipynb
- README.md
- LGDFunctionModel.ipynb
- README.md
- APIBOTStatistic.xlsx
- averageCalibrationCT.csv
- averageCalibrationScalar.csv
- averageExtrapolate.csv
- bankNPLRatio.csv
- BOTNPLDataRaw.csv
- cci.csv
- cleanBOTNPLData.csv
- clusterVarClusResult.csv
- CorporateODR.csv
- exampleMatrix.csv
- extrapolateByRisk.csv
- FIN.DATA.csv
- lifetimeMatrix.csv
- lowDefaultRating.csv
- macroData.csv
- macroSign.csv
- macroSignTransformed.csv
- macroTransformed.csv
- matrixAdjustment.csv
- MEVTransformedUpdate.csv
- monthlyODR.csv
- monthlyODRAging.csv
- PDCalibrationCT.csv
- PDCalibrationScalar.csv
- PDCurves.csv
- PDRiskGrade.csv
- PDYear.csv
- PRICE.DATA.csv
- ratingMatrix.csv
- README.md
- refPD.csv
- ScoreCalibration.csv
- SmoothingRawMatrix.csv
- stationaryResults.csv
- transitionMoody.csv
- varClusConditionResult.csv
- varClusResult.csv
- FWLAverageBOT.pk
- FWLModelBOT.pk
- README.md
- allCombinations.ipynb
- APIBOTMacro.ipynb
- autoCorrTest.ipynb
- BayesCalibration.ipynb
- BOTNPLData.ipynb
- cci.ipynb
- CHAIDSegmentation.ipynb
- chainLadder.ipynb
- clusterSelection.ipynb
- CooksDStudent.ipynb
- distributionSelection.ipynb
- externalMatrix.ipynb
- gammaFitting.ipynb
- generatorMatrix.ipynb
- HACAdjustment.ipynb
- heteroTest.ipynb
- KMVModel.ipynb
- LassoSelection.ipynb
- lifetimeCalibration.ipynb
- limitPDCurves.ipynb
- multicolTest.ipynb
- NelsonSiegelCurve.ipynb
- normalityTest.ipynb
- NRTMatrix.ipynb
- PDAssumedLGD.ipynb
- PDCalibration.ipynb
- PROCVARCLUS.ipynb
- README.md
- SilhouetteAnalysis.ipynb
- simplifiedCCI.ipynb
- survivalAnalysis.ipynb
- TheoreticalMigrationMatrix.ipynb
- timeSeriesKMeans.ipynb
- timeSeriesStationary.ipynb
- transitionMatrix.ipynb
- univariateAnalysis1.ipynb
- vasicekBaselRho.ipynb
- vasicekTransitionMatrix.ipynb
- backwardTransaction.ipynb
- README.md
- README.md
// repository documentation
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