IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS
This practical guide explores IFRS 9 and CECL credit risk modelling and validation. With worked examples in R and SAS, it offers an applied resource for readers seeking to understand methods, implementation, and validation within modern expected credit loss frameworks.
About This Book
This practical guide focuses on credit risk modelling and validation within the IFRS 9 and CECL frameworks.
It addresses methods and considerations relevant to professionals working with expected credit loss requirements.
Worked examples in R and SAS provide an applied computing component.
The book is intended as a resource for studying, developing, and validating credit risk models.
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