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"
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Feb 18, 2026 - R
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ifrs9
Here are 19 public repositories matching this topic...
Bank-style Credit Risk Scorecard using Logistic Regression, IFRS-9 Expected Credit Loss, and an Interactive Streamlit Risk Dashboard for loan default prediction.
python data-science machine-learning data-analysis financial-analysis powerbi loan-default-prediction credit-risk streamlit finance-analytics risk-modeling credit-risk-analysis credit-scorecard ifrs9 credit-analytics
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Mar 10, 2026 - Jupyter Notebook
This model estimates the 12-month Probability of Default (PD) for prime residential mortgage customers in the United Kingdom, aligned with the IFRS 9 impairment framework and calibrated to an adverse macroeconomic scenario. Version 1 (v1) is developed using gradient-boosted decision trees (GBDT)
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May 14, 2025
Streamlit app that computes per-loan Expected Loss, Lifetime ECL, and Risk Rating from EAD/PD/LGD/WAL Excel portfolios
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Apr 27, 2026 - Python
End-to-End IFRS 9 PD Model development by Cohort Model.
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May 11, 2026 - Jupyter Notebook
End-to-End IFRS 9 LGD Model development by Advance Workout Model.
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May 11, 2026 - Jupyter Notebook
Anonymised Power Query (M) and SQL logic used for Completeness & Accuracy testing in G-SIB financial audits.
sql reconciliation power-query it-audit alteryx audit-analytics ifrs9 power-query-editor g-sib financial-services-audit completeness-testing
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May 1, 2026
IFRS 9 SICR model Mortgages
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May 14, 2025
Commercial expected loss and decision-support engine combining PD, LGD, and EAD into facility-level and portfolio-level outputs for portfolio risk and lending use cases.
python australia fintech banking ecl portfolio-project synthetic-data credit-risk risk-analytics ifrs9 credit-decisioning expected-loss commercial-lending loan-loss
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Apr 13, 2026 - Python
python sql power-bi fintech machine-learning-models xgboost-algorithm etl-pipeline data-science-projects scikit-learn-python credit-risk-analysis ifrs9
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Apr 12, 2026 - Python
End-to-end PD/LGD/EAD credit risk platform reflecting industry-standard model development workflows across Canadian financial institutions and credit unions. Built to OSFI E-23 / IFRS 9 standards.
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Mar 26, 2026 - Jupyter Notebook
End-to-end credit risk and fraud risk modeling: PD, LGD, scorecards, IFRS 9 ECL, transaction fraud, and fraud ring detection.
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May 7, 2026 - Python
Autonomous AI agent for IFRS 9 credit risk analysis using Google Gemini and BigQuery
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Feb 17, 2026 - Python
International Intelligent Accounting Assistant
python ias accounting-software ifrs financial-reporting streamlit ifrs9 ollama advanced-rag financial-audit advanced-rag-system
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May 6, 2026 - Python
Automated IFRS 9 ECL calculation system with Python, BigQuery, and SQL analytics
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Feb 15, 2026 - Python
End-to-end IFRS 9 Expected Credit Loss model on 1.18M LendingClub loans — PD/LGD/EAD, staging, forward-looking macro overlay, self-verifying dossier.
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May 11, 2026
End-to-end credit risk pipeline for PD, LGD, EAD, expected loss, IFRS 9-style staging, and stress testing on LendingClub loan data.
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Apr 13, 2026 - Jupyter Notebook
End-to-end risk analytics platform for retail banking: PD model, IFRS 9 ECL staging, fraud detection (rules + ML), and customer analytics. Built with Python and scikit-learn.
python data-science machine-learning scikit-learn banking data-analytics financial-services fraud-detection risk-management credit-risk basel-iii ifrs9
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May 6, 2026 - Python
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