sprasadhpy / Credit-Risk-Models-PD-LGD-EAD-Expected-Loss
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)☆25Updated 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 …☆90Updated 2 weeks ago
- 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
- ☆13Updated 4 years ago
- credit-risk-modeling☆27Updated 3 years ago
- Applied Data Science for Credit Risk☆133Updated this week
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Credit Risk analysis by using Python and ML☆159Updated 7 years ago
- This course is available on Coursera, and here is my own note about this course. It is taught by University of Pennsylvania.☆13Updated 2 years ago
- ☆20Updated 2 years ago
- A comprehensive credit risk model and scorecard using data from Lending Club☆140Updated 4 years ago
- Credit Risk Model on Machine learning and prediction☆30Updated 4 years ago
- Short Course - Applied Machine Learning for Risk Management☆247Updated 7 years ago
- The aim is to understand which are the key factors for a certain level of credit risk to occur. In addition, some ML models capable to pr…