Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework [source code]

This release contains the source code that accompanies the research article titled "Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework"This release contains the source code that accompanies the research article titled "Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework"