Econometric IFRS9 and Stress Test Models using SAS, Python and R

The Econometric IFRS 9 and Stress Test Models book has been an incredible resource for me in understanding these complex topics. The author brilliantly simplifies intricate concepts with well-structured explanations, making them accessible and easy to grasp. The real-world examples provided throughout the book serve as excellent illustrations, helping me see the practical applications of these models in various financial scenarios. This book is an essential read for anyone looking to gain mastery over Econometric IFRS 9 and stress test models with ease and clarity.

Book provides practical step-by-step guidance of how to apply a number of modelling techniques relevant for IFRS9 and wider risk modelling. Note that one of the other reviews (1 star) makes a false claim, the web page containing the book code and data is referenced within the book, the section “Example Code and Data”. The reviewer has made no attempt to contact any one of the co-authors.