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 |
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Chapter 3 Discrete Econometric Modelling |
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Chapter 4 The Extended Econometric Cox Hazard Model |
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Chapter 5 Econometric Recurrent Event Models |
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Chapter 6 Econometric Fractional Logit Models |
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Chapter 7 Econometric Competing Risk Models |