Showing posts with label Estimates. Show all posts
Showing posts with label Estimates. Show all posts
Saturday, January 27, 2018
Subscribe to:
Posts (Atom)
R3 chase - Pursuit
PIT PD Modeling Using Systematic Factor Approach
Python Code and Data : https://drive.google.com/drive/folders/1d7vkT9SeXlELPjRRKDU3qUezibQaUL-y?usp=sharing Robust methodology to estimate ...
-
Python code and data link : https://drive.google.com/drive/folders/1kC621QtmjG3C_2ok-I53fPYqDRf9r8RK?usp=sharing A. Data Preparation Imp...
-
Attached : Excel workbook with full BCR implementation (macro-driven, quarterly defaults, confidence intervals, and model diagnostics) https...
-
Excel (Macro enable workbook) and VBA code: https://drive.google.com/drive/folders/18tIKLLg8MfJ2MYDjLPAWHspEbApVIpGz?usp=sharing PCA: Eige...