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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
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 8
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Chapter 7
Risk Integration
Examples (Matlab - R)
Example 7.1
Example 7.2
Example 7.3
Exercises (Matlab - R)
Exercise 7.1
Exercise 7.2
Exercise 7.3
Functions (Matlab)
Test gaussianity
Test independence
Test whiteness
Data (to convert in .csv format)
Chap7copula5
Chap7liquidity
Chap7sector5
Chap7sector5head
Chap7simmacro
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