Popular repositories Loading

1. IFRS9-SICR-Definitions-Logit IFRS9-SICR-Definitions-LogitPublic

   R-codebase for a scientific research article, titled "Defining and comparing SICR-events for classifying impaired loans under IFRS 9"

   R 8 1

2. Term-Structure-Modelling-RetailMortgages Term-Structure-Modelling-RetailMortgagesPublic

   R-codebase for a scientific research article, titled "Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis"

   R 6

3. LifetimePD-TermStructure-Multistate LifetimePD-TermStructure-MultistatePublic

   R-codebase for a scientific research article, titled "Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework"

   R 5

4. The-loss-optimisation-of-loan-recovery-decision-times-using-forecast-cash-flows The-loss-optimisation-of-loan-recovery-decision-times-using-forecast-cash-flowsPublic

   R-codebase for scholarly article (PhD-Paper2)

   R 2

5. Simulation-based-optimisation-of-the-timing-of-loan-recovery-across-different-portfolios Simulation-based-optimisation-of-the-timing-of-loan-recovery-across-different-portfoliosPublic

   R-codebase for scholarly article (PhD-Paper1)

   R 2

6. LGD-Modelling-Mortgages LGD-Modelling-MortgagesPublic

   R-codebase for a scientific research article, titled "Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study"

   R 2