EAD, PD and LGD Modeling for EL Estimation

Calculated expected loss with actual financial data by modeling exposure at default, probability at default and loss given default.

[luirm]

To be quite honestly with, this has been one of the most useful ylutune videos of all time

[vaibhavsatish]

THIS video made my concepts so clear. Thank you so much.

[tumul]

hello max meng ! first of all, thank you for such an awesome video is very rare to get videos that explain the practical side of pd, lgd, ead estimation. Right now I am working as an analyst in a startup and I want to make an IFRS9 engine but I don't have the data to do so. Can you please share this excel file with me? If not please tell me from where did you get this dataset....Thank you !!

[ahmedkhwaja]

The dataset used in the video, and the link given in the video, consist of a different dataset, could you provide the exact dataset used here with all the sheets

[pablxo]

thanks - great video
*Where can I access your excel workbook?

[Psychology-in-Life]

can you share the coding and datasets? by the way, now coming up the ifrs9 ecl calculation, do you have a video about that?

[HanNgoc-rbfj]

I can't access the dataset link from the video. Are there any other similar data sources available?

[datanerd]

Thank you so much for the video. Please make more videos on credit risk using python or R.

[martinivanov]

Loved the video! Do you have the source for UGD given the Credit Rating? If so, could you provide it?

[antoniogalfo]

Hello sir, where I can find the excel spreadsheet? I didn't find it in your github

[niknabernik]

I watch this video like100 times (my favorite)

[bwesehbenjaminmusa]

i am finding it difficult to get the formula for EAD

[vlogwithshilpa]

This estimate of expected loss is for what time frame?

[bsbs]

Can u please make a video on PD modelling on R please.

[phamhuan]

Thank you, Can you send me your preedsheet?

[sampathekanayake]

Can someone help me understand how cure rate is linked to ECL? Cure rate is the % of defaulted loans catches up all defaulted payments and change to "Perform" status?

[mubashiraqeel]

if you could provide excel sheet to us now

[stabbats]

Where does your average of "57.40%" come from in the Beta_LGD tab?

[HiPhPlover]

why u use assets for calculating volatility ? also you making statements without proper justification is no good, also for the normal distribution part i doubt banks use that rather they use their historical custom distribution i assume