naenumtou/ifrs9
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.
This project helps financial professionals assess the credit risk of their loan portfolios in compliance with IFRS 9 accounting standards. It takes in various loan characteristics and financial data to produce calculations for Probability of Default (PD), Loss Given Default (LGD), and Exposure At Default (EAD). The output is a comprehensive Expected Credit Loss (ECL) assessment, categorized into 12-month or lifetime loss stages.
109 stars.
Use this if you are a financial analyst or risk manager in a bank or lending institution who needs to calculate and report Expected Credit Losses (ECL) according to IFRS 9 requirements.
Not ideal if you are looking for general credit scoring models or basic loan risk assessments that do not specifically require IFRS 9 compliance.
Stars
109
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44
Language
Jupyter Notebook
License
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Category
Last pushed
Nov 08, 2025
Commits (30d)
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