Integrated-Credit-Modeling-CCAR-to-CECL
• Calculated the Capital Ratios,Risk Weighted Assets, Capital requirement over projected time horizon for both CCAR and CECL. • Created PD model using Time Series,Logistic regression,Random Forests,Neural Networks,Markov transition Matrix. • Software used various SAS 9.4, Python.
Integrated-Credit-Modeling-CCAR-to-CECL 최신버젼 다운로드
최종 버전 다운로드 (.zip)// repository documentation
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