sprasadhpy / Credit-Risk-Models-PD-LGD-EAD-Expected-LossLinks
We calculate PD,LGD,EAD and Expected loss using logistic and beta regression.
☆9Updated 4 years ago
Alternatives and similar repositories for Credit-Risk-Models-PD-LGD-EAD-Expected-Loss
Users that are interested in Credit-Risk-Models-PD-LGD-EAD-Expected-Loss are comparing it to the libraries listed below
Sorting:
- Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)☆26Updated last year
- 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 last month
- Credit-Risk Modelling Libraries☆118Updated 7 years ago
- Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.☆10Updated 3 years ago
- Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discre…☆88Updated 5 years ago
- Credit Risk analysis by using Python and ML☆159Updated 7 years ago
- ☆13Updated 4 years ago
- Credit Risk Model on Machine learning and prediction☆30Updated 4 years ago
- A comprehensive credit risk model and scorecard using data from Lending Club☆140Updated 4 years ago
- Applied Data Science for Credit Risk☆136Updated this week
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆189Updated last year
- Solutions to Forecasting Principles and Practice (3rd edition) by Rob J Hyndman & George Athanasopoulos☆18Updated 5 months ago
- credit-risk-modeling☆27Updated 4 years ago
- Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard☆78Updated 3 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Building an PD, LGD and EAD Model for Financial Modeling.☆14Updated last year
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆44Updated 4 years ago
- A Credit Risk Scoring Modeling and Validation Package☆67Updated 6 years ago
- Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.☆24Updated 5 years ago
- Credit Risk Modelling | Calculation of PD, LGD, EDA and EL with Machine Learning in Python☆26Updated 2 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆75Updated 4 years ago
- Website dedicated to a book on machine learning for factor investing☆226Updated last year
- Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regu…☆12Updated 3 years ago
- Forecasted the Expected Credit Loss, over the lifetime of the mortgage. Built Loan-level PD Model using Markov Chain Transition Matrix an…☆11Updated 5 years ago
- ☆20Updated 2 years ago
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆11Updated 2 years ago
- Short Course - Applied Machine Learning for Risk Management☆247Updated 7 years ago
- A Marketing Mix Modelling project for an E-Commerce company☆13Updated 2 years ago
- ☆10Updated 4 years ago
- [Project repo] Improving business with a credit risk model☆20Updated 4 years ago