Credit-Risk Modelling Libraries
☆139Feb 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:
- A comprehensive credit risk model and scorecard using data from Lending Club☆157Apr 3, 2021Updated 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…☆25Sep 28, 2026Updated last month
- 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 6 years ago
- credit-risk-modeling☆34May 29, 2021Updated 5 years ago
- 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.
- Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discre…☆101Mar 31, 2020Updated 6 years ago
- 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
- A Credit Risk Scoring Modeling and Validation Package☆68Mar 15, 2019Updated 7 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Nov 10, 2013Updated 12 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 …☆134Nov 8, 2025Updated 11 months ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 9 years ago
- Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)☆38Feb 26, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Statistical analysis and visualization of state transition phenomena☆89Sep 28, 2026Updated last month
- Illustration for the paper "GMM DCKE - Semi-Analytic Conditional Expectations"☆10Sep 15, 2025Updated last year
- This project requires to develop a customer segmentation to define marketing strategy. The sample dataset summarizes the usage behavior o…☆14Oct 14, 2019Updated 7 years ago
- ☆21Feb 21, 2021Updated 5 years ago
- ☆13Nov 4, 2020Updated 6 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆54May 13, 2020Updated 6 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆17Mar 21, 2021Updated 5 years ago
- This Model is created to describe the credit risk of a listed company☆26Apr 11, 2017Updated 9 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Predicting the default customers☆20Mar 8, 2019Updated 7 years ago
- Slides and code used in the lectures☆12Aug 12, 2019Updated 7 years ago
- Some experimental codes that intend to extend QuantLib.☆10Dec 18, 2021Updated 4 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆24Sep 25, 2019Updated 7 years ago
- Example for Interest Rate Modelling Lecture☆15Sep 20, 2026Updated last month
- Asset allocation and Portfolio Management Course @ Baruch MFE☆19Feb 1, 2020Updated 6 years ago
- Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.☆24Sep 12, 2019Updated 7 years ago
- Mathematics for Economists (Matlab Live Codes)☆56Feb 24, 2021Updated 5 years ago
- 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.
- An intuitive library to plot evaluation metrics.☆17Oct 22, 2024Updated 2 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svennson algorithm.☆19Sep 29, 2026Updated last month
- Classical models implemented from a Markov operator's perspective☆10Jun 1, 2018Updated 8 years ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Sep 26, 2023Updated 3 years ago
- 2nd Place Solution 💰🥈☆229Sep 8, 2018Updated 8 years ago
- Quantitative Finance book☆994Apr 14, 2025Updated last year
- Credit Risk - IRB Model Validation - BASEL Requirement☆11Jul 26, 2015Updated 11 years ago