IFRS_9_Macroeconomic_Model_Training Dataset

Published: 01-07-2021| Version 1 | DOI: 10.17632/4d4bxpyf87.1
Contributor:
Muhammed Işık

Description

In training dataset, there are bad rate variable and monthly macroeconomic variables from January 2018 to August 2020.Macroeconomic variables have been derived up to 3-period lagged versions and added to data set.Training dataset consists of 32 records. There are 89 (level and lagged) variables including target variable (bad rate).

Files

Steps to reproduce

Training dataset consists of 32 records. There are 89 (level and lagged) variables including target variable (bad rate).