djbolder / credit-risk-modellingLinks
Credit-Risk Modelling Libraries
☆119Updated 7 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
Sorting:
- Credit Risk analysis by using Python and ML☆159Updated 7 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 …☆91Updated 2 months ago
- Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discre…☆89Updated 5 years ago
- Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)☆27Updated last year
- ☆13Updated 4 years ago
- qrm☆235Updated last year
- We calculate PD,LGD,EAD and Expected loss using logistic and beta regression.☆9Updated 4 years ago
- A comprehensive credit risk model and scorecard using data from Lending Club☆140Updated 4 years ago
- Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.☆24Updated 5 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Building an PD, LGD and EAD Model for Financial Modeling.☆14Updated last year
- ☆20Updated 4 years ago
- Applied Data Science for Credit Risk☆141Updated this week
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- ☆16Updated 8 years ago
- Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard☆79Updated 3 years ago
- Website dedicated to a book on machine learning for factor investing☆226Updated last year
- Class materials of Credit Risk Management taught by prof. Ed Hayes☆12Updated 7 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- ☆49Updated 9 years ago
- In this repository I document my learnings from the course on Udemy - udemy.com/course/credit-risk-modeling-in-python/☆17Updated 5 years ago
- Analytics labs notebooks for Statistics and Business School students☆31Updated 3 months ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆190Updated last year
- ☆80Updated 2 years ago
- Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)☆64Updated 3 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆44Updated 4 years ago
- The Internal Ratings-Based Approach☆9Updated 4 years ago
- Short Course - Applied Machine Learning for Risk Management☆248Updated 7 years ago
- Machine learning for financial risk management☆25Updated last year
- Development space for PhD in Finance☆33Updated 5 years ago