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Tiziano Bellini
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IFRS 9 and CECL
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Stress Testing
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Chapter 4
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Chapter 6
Chapter 7
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Chapter 5
Prepayments, Competing Risks and EAD Modelling
Note:
Data are available in "xlsx" format. The reader is invited to transform in "csv" format when needed.
Data
bal_def_prep
bal_prep
bal_prep_part
ead
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