Open solution to the Home Credit Default Risk challenge 🏡

ESC Team's credit scorecard tools.

Credit Risk analysis by using Python and ML

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

scikit-learn compatible tools for building credit risk acceptance models

Statistical analysis and visualization of state transition phenomena

Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discrete variables using various techniques depending on the feature. Checked for missing values and cleaned the data. Built the probability of default model using Logistic Regression. Visualized all the results. Com…

Monotonic Optimal Binning in Consumer Credit Risk Scorecard Development

Curriculum for Finance

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 three parameters as well as staging criteria.

A Python library for generating analytic tests for credit portfolio loss distributions

openNPL is an open source platform for the management of non-performing loans

Using various machine learning models to predict whether a company will go bankrupt

A predictive model that uses several machine learning algorithms to predict the eligibility of loan applicants based on several factors

[Project repo] Improving business with a credit risk model

Demonstrating technical elements in support of open source securitisation frameworks

Application of Markov Chain in Finance

A short course on survival analysis applied to the financial industry

Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)