Sasiwut Chaiyadecha – Medium

Sasiwut Chaiyadecha

Sasiwut Chaiyadecha

การคำนวณ Exposure At Default ของ Hybrid loan แบบละเอียดยิบ

แชร์วิธีทำ Expected Credit Loss (ECL) ของ Hybrid loan

Feb 8, 2023

ECL Amortization Expected Credit Loss ECL IFRS 9 TFRS 9 มาตรฐานบัญชีใหม่ Exposure At Default EAD hybrid loan nano finance term loan revolving product banking product credit risk limit amount available limit staging criteria transfer criteria accounting standard installment amount discount rate eir effective interest rate Truncate Minimum payment credit card

Feb 8, 2023

Sasiwut Chaiyadecha

Bayes’ theorem to calibrate the forward-looking PD

Scaling method and Bayes’ theorem for PiT PD

Jan 25, 2023

Bayes’ theorem to calibrate the forward-looking PD Scaling method and Bayes’ theorem for PiT PD ifrs9 มาตรฐานบัญชีใหม่ มาตรฐานบัญชี 9 TFRS 9 Macromodel forward-looking model lifetime PD การปรับ Lifetime PD Bayes’ theorem probability of event Bayes’ law Bayes’ rule ทฤษฎีของเบย์ Bayesian Learning

Jan 25, 2023

Sasiwut Chaiyadecha

Macro-overlay through lifetime model

IFRS 9, TTC PD, Forward-looking information and Optimisation

Jan 18, 2023

IFRS 9 TTC PD Forward-looking information and Optimisation scipy python optimisation fsolve มาตรฐานบัญชีใหม่ IFRS 9 โมเดลการตั้งสำรอง logia expit probability of default macroeconomics model transition matrix lifetime PD ECL expected credit loss credit risk survival analysis Through The Cycle TTC PD cumulative PD marginal PD conditional PD point-in-time PD overlay provision model

Jan 18, 2023

Sasiwut Chaiyadecha

Text generator สร้างคำขวัญวันเด็กจาก Deep learning model

Text generator using LSTM on Google Colab

Jan 11, 2023

text generator model long short-term memory LSTM Model Google Colab Deep learning model TensorFlow Keras natural language processing NLP word corpus text tokenizer tokenization word index text to sequences recurrent neural network RNN zero padding one-hot encoding sparse matrix

Jan 11, 2023

Sasiwut Chaiyadecha

Making Homebrew works with Anaconda in 2023

How to setup Homebrew to play nicely with Anaconda

Jan 4, 2023

Homebrew works with Anaconda in 2023 install anaconda using homebrew brew install cask jupyter notebook python in mac macos setup python packages manager macos packages manager

Jan 4, 2023

Sasiwut Chaiyadecha

สอนทำ Nelson-Siegel Fitting ใน Excel

Tutorial for Nelson-Siegel Fitting using Excel

Dec 28, 2022

Nelson-Siegel fitting curve for PD Lifetime model มาตรฐานบัญชี TFRS 9 แบบจำลอง TFRS 9 แบงค์ชาติ Bank of Thailand BOT forward-looking information lifetime PD Observed Default Rate ODR Rating model unbias PD Model Default rate NPL Ratio Point in Time PD (PiT PD) Through The Cycle (TTC PD) nelson-siegel svensson Optimisation process scipy Humped curve Bond yield curve Decay function long-run average excel tutorial excel solver

Dec 28, 2022

Sasiwut Chaiyadecha

สอนทำ Heteroskedasticity and Autocorrelation Consistent ใน Excel

Tutorial for HAC (Newey–West estimator) using Excel

Dec 21, 2022

Newey–West estimator statistics econometrics covariance matrix regression analysis linear regression assumptions Whitney K. Newey Kenneth D. West autocorrelation serial correlation error terms time series data heteroskedasticity and autocorrelation consistent HAC estimators consistent estimator least squares residuals ordinary least squares OLS python statsmodels excel tutorial

Dec 21, 2022

Sasiwut Chaiyadecha

Newey–West estimator: HAC Correction in Python

Fix things when they go wrong.

Dec 14, 2022

Newey–West estimator statistics econometrics covariance matrix regression analysis linear regression assumptions Whitney K. Newey Kenneth D. West autocorrelation serial correlation error terms time series data heteroskedasticity and autocorrelation consistent HAC estimators consistent estimator least squares residuals ordinary least squares OLS python statsmodels

Dec 14, 2022

Sasiwut Chaiyadecha

[Blog] Review eloop EW55 MagCharge

รีวิว eloop EW55 MagCharge Magnetic ขนาดความจุ 20000mAh

Dec 7, 2022

MagSafe PowerBank Orsen by eloop ew55 review MagCharge Magnetic 20000mAh รีวิว แบตเตอรี่เสริม แบตไอโฟน แบตเสริมไอโฟน External battery

Dec 7, 2022

Sasiwut Chaiyadecha

การทดสอบ Autocorrelation ใน Linear regression model ด้วย Python

Scatter plot, ACF Plot, Durbin-Watson and Ljung-Box

Nov 30, 2022

Scatter plot, ACF Plot, Durbin-Watson and Ljung-Box linear regression model assumption ifrs9 forward-looking model การทดสอบสมมติฐานของแบบจำลอง การวิเคราะห์ถดถอยเชิงเส้น autocorrelation test python statistical test for autocorrelation of residual autocorrelation function partial autocorrelation function สหสัมพันธ์อัตโนมัติ

Nov 30, 2022

Sasiwut Chaiyadecha

Sasiwut Chaiyadecha

Manager - Financial Risk Model

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