Econometric IFRS9 and Stress Test Models using SAS, Python and R

Chapter 1

IFRS9 and Customer Data Preparation  

ALL DATA SET : DATASET.zip
ALL DATA SET : DATASET.zip
ALL DATA SET : DATASET.zip

Chapter 2

Econometric Data Preparation    

Chapter 3  

Discrete Econometric Modelling 

Chapter 4

The Extended Econometric Cox Hazard Model 

Chapter 5

Econometric Recurrent Event Models

Chapter 6

Econometric Fractional Logit Models

Chapter 7

Econometric Competing Risk Models