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IFRS 9 Expected Credit Loss Application

IFRS 9 Web Application written in py-Shiny.

The App consists of four models that combine to compute the Expected Credit Loss. These are:

  • Probability of Default (PD),
  • Exposure at Default (EAD),
  • Loss Given Default (LGD) and
  • Forward-Looking Information (FLI).

PD Model:

TBC

LGD Model:

TBC

EAD Model:

TBC