"Like every good pedagogue, Jorge surgically details each and every step to be followed for building a successful and robust IFRS9 survival model. Reminders about theoretical basis of survival analysis are also of great help to make sure the user understands the whole process of modelling. All in all, this book provides a very high quality handbook for any IFRS9 or more generally Credit Risk practitioner and highlights the strong capabilities of SAS for this purpose."

Michel Biela

Biela Analytics Ltd