Credit-Risk Modelling Libraries
☆135Feb 5, 2018Updated 8 years ago
Alternatives and similar repositories for credit-risk-modelling
Users that are interested in credit-risk-modelling are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Credit Risk analysis by using Python and ML☆181Nov 20, 2017Updated 8 years ago
- credit risk score card develop by python(version 3.6)☆41Dec 12, 2017Updated 8 years ago
- Credit Risk Model on Machine learning and prediction☆30Jul 16, 2020Updated 5 years ago
- openLGD is a Python powered library for the statistical estimation of Credit Risk Loss Given Default models. It can be used both as stan…☆25Oct 14, 2024Updated last year
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- credit-risk-modeling☆33May 29, 2021Updated 4 years ago
- Building an PD, LGD and EAD Model for Financial Modeling.☆15Dec 19, 2023Updated 2 years ago
- The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those …☆116Nov 8, 2025Updated 6 months ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Nov 10, 2013Updated 12 years ago
- Codes for replication and implementation of techniques in our credit risk article☆35Feb 28, 2019Updated 7 years ago
- Statistical analysis and visualization of state transition phenomena☆85Feb 27, 2026Updated 2 months ago
- Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)☆34Feb 26, 2024Updated 2 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Dec 17, 2024Updated last year
- ☆39Feb 24, 2018Updated 8 years ago
- ☆13Nov 4, 2020Updated 5 years ago
- ☆20Feb 21, 2021Updated 5 years ago
- ☆16Nov 16, 2016Updated 9 years ago
- Open solution to the Home Credit Default Risk challenge☆463Jun 22, 2022Updated 3 years ago
- A collection of awesome papers, articles and various resources on credit and credit risk modeling☆167Feb 1, 2024Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆130Oct 11, 2025Updated 6 months ago
- Example for Interest Rate Modelling Lecture☆14Mar 29, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Asset allocation and Portfolio Management Course @ Baruch MFE☆17Feb 1, 2020Updated 6 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Sep 25, 2019Updated 6 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆53May 13, 2020Updated 5 years ago
- Mathematics for Economists (Matlab Live Codes)☆57Feb 24, 2021Updated 5 years ago
- Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.☆24Sep 12, 2019Updated 6 years ago
- scikit-learn compatible tools for building credit risk acceptance models☆111Feb 9, 2025Updated last year
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Sep 26, 2023Updated 2 years ago
- 拍拍贷风控评分卡☆22Apr 8, 2019Updated 7 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆17May 29, 2022Updated 3 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Using policy shocks to construct systematic policy rule counterfactuals☆17Apr 24, 2023Updated 3 years ago
- 信用风险评估评分卡☆11Aug 20, 2018Updated 7 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆18May 13, 2024Updated last year
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 6 years ago
- This repo houses the data and project: Ecuador Retail Store Sales.☆14Sep 3, 2024Updated last year
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆197Sep 10, 2021Updated 4 years ago
- A python framework for risk scoring☆49Oct 14, 2024Updated last year