ESC Team's credit scorecard tools.
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Updated
May 21, 2024 - Python
ESC Team's credit scorecard tools.
Open solution to the Home Credit Default Risk challenge 🏡
Credit Risk analysis by using Python and ML
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
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…
Statistical analysis and visualization of state transition phenomena
Monotonic Optimal Binning in Consumer Credit Risk Scorecard Development
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.
scikit-learn compatible tools for building credit risk acceptance models
Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)
A predictive model that uses several machine learning algorithms to predict the eligibility of loan applicants based on several factors
Credit Card Fraud Detection Project
A short course on survival analysis applied to the financial industry
openNPL is an open source platform for the management of non-performing loans
Curriculum for Finance
A python framework for risk scoring
A Python library for generating analytic tests for credit portfolio loss distributions
Credit scoring modeling toolbox based on R
Weight of Evidence,基于iv值最大思想求最优分箱
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