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IFRS9-SICR-Definitions-Logit
IFRS9-SICR-Definitions-Logit PublicR-codebase for a scientific research article, titled "Defining and comparing SICR-events for classifying impaired loans under IFRS 9"
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Term-Structure-Modelling-RetailMortgages
Term-Structure-Modelling-RetailMortgages PublicR-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 2
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LifetimePD-TermStructure-Multistate
LifetimePD-TermStructure-Multistate PublicR-codebase for a scientific research article, titled "Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework"
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The-loss-optimisation-of-loan-recovery-decision-times-using-forecast-cash-flows
The-loss-optimisation-of-loan-recovery-decision-times-using-forecast-cash-flows PublicR-codebase for scholarly article (PhD-Paper2)
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Simulation-based-optimisation-of-the-timing-of-loan-recovery-across-different-portfolios
Simulation-based-optimisation-of-the-timing-of-loan-recovery-across-different-portfolios PublicR-codebase for scholarly article (PhD-Paper1)
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Classifier-Diagnostics
Classifier-Diagnostics PublicR-codebase for Std-ClassifierDiagnostics using retail mortgage data
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