jalajthanaki / credit-risk-modellingView external linksLinks
Credit Risk analysis by using Python and ML
☆173Nov 20, 2017Updated 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
Sorting:
- A comprehensive credit risk model and scorecard using data from Lending Club☆149Apr 3, 2021Updated 4 years ago
- ☆38Feb 24, 2018Updated 7 years ago
- Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discre…☆96Mar 31, 2020Updated 5 years ago
- Codes for replication and implementation of techniques in our credit risk article☆34Feb 28, 2019Updated 6 years ago
- Credit Risk Model on Machine learning and prediction☆31Jul 16, 2020Updated 5 years ago
- Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)☆29Feb 26, 2024Updated last year
- credit-risk-modeling☆32May 29, 2021Updated 4 years ago
- ☆13Nov 4, 2020Updated 5 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 …☆106Nov 8, 2025Updated 3 months ago
- [Project repo] Improving business with a credit risk model☆22Oct 23, 2020Updated 5 years ago
- A re-creation of SAS varclus procedure in Python☆23Aug 31, 2018Updated 7 years ago
- A collection of awesome papers, articles and various resources on credit and credit risk modeling☆157Feb 1, 2024Updated 2 years ago
- Open solution to the Home Credit Default Risk challenge☆460Jun 22, 2022Updated 3 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
- Customer life time analysis (CLV analysis). We are using Gamma-Gamma model to estimate average transaction value for each customer.☆49Apr 5, 2018Updated 7 years ago
- Simplify Big Data Analytics with Amazon EMR, published by Packt☆13Jan 18, 2023Updated 3 years ago
- Building an PD, LGD and EAD Model for Financial Modeling.☆15Dec 19, 2023Updated 2 years ago
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 6 years ago
- creditmodel, 模型，评分卡，scorecard, vintage, automatic modeling☆11Aug 10, 2024Updated last year
- ☆13Sep 13, 2017Updated 8 years ago
- Weight of Evidence，基于iv值最大思想求最优分箱☆15Oct 24, 2019Updated 6 years ago
- It's an UROP in HKUST☆18Dec 4, 2017Updated 8 years ago
- This is the behavior scorecard, which includes three modules, including data processing, establishment of score card and effect evaluatio…☆19May 21, 2019Updated 6 years ago
- 风险评分卡全流程建模☆38Jul 25, 2020Updated 5 years ago
- Open source MIS for micro-finance.☆50Feb 8, 2013Updated 13 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52May 13, 2020Updated 5 years ago
- Score card model for Credit Scoring System.☆122Apr 13, 2019Updated 6 years ago
- In this repository I document my learnings from the course on Udemy - udemy.com/course/credit-risk-modeling-in-python/☆18Jan 10, 2020Updated 6 years ago
- Fineract Credit Scorecard - A credit scoring module for Apache Fineract (https://github.com/apache/fineract)☆22Jul 17, 2024Updated last year
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Nov 10, 2013Updated 12 years ago
- Credit Default Swap Pricer☆19Aug 12, 2023Updated 2 years ago
- Statistical analysis and visualization of state transition phenomena☆86Dec 17, 2024Updated last year
- Build and Deploy Credit Scoring for Loans on rorodata platform☆25Jun 19, 2018Updated 7 years ago
- Scorecard Development in python, 评分卡☆786Aug 9, 2024Updated last year
- A binary classification model is developed to predict the probability of paying back a loan by an applicant. Customer previous loan journ…☆22Sep 13, 2022Updated 3 years ago
- A collection of basic financial models and helper scripts implemented in Python (using PuLP and Pyomo modeling languages) and AMPL.☆26Jun 19, 2016Updated 9 years ago
- “魔镜杯”风控算法大赛 拍拍贷风控模型，接近冠军分数☆204Jul 7, 2017Updated 8 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆25Jan 26, 2019Updated 7 years ago
- MyData -book☆26Jul 4, 2018Updated 7 years ago