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.
R-codebase for a scientific research article, titled "Defining and comparing SICR-events for classifying impaired loans under IFRS 9"
R-codebase for a scientific research article, titled "Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework"
Credit portfolio studio: amortization cashflows : PD/LGD/EAD/EL, stress (rate/unemp/collateral), CECL (PV), covenants, pricing — Streamlit
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"
Probability of default using Machine Learning in R
An AI-powered credit risk assessment and regulatory compliance platform. Analyzes financial queries and statements using LangChain + FAISS (RAG) and the Claude API, featuring side-by-side prompt tuning comparisons (Zero-Shot, Few-Shot, CoT) and an LLM-as-a-Judge grading rubric.
Production-grade AI service that converts SAS programs, BRDs and plain-English job descriptions into audit-ready flow diagrams for regulated banking (Basel III · IFRS 9 · AML)
This notebook demonstrates a multi-period enterprise-wide stress testing (EWST) framework aligned with OSFI ICAAP expectations.
Production‑grade Power BI solution for vintage lifecycle, roll‑rate analysis and scenario stress testing (demo), power-bi, credit-risk, vintage-analysis, roll-rate, IFRS9
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