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

Statistical analysis and visualization of state transition phenomena

scikit-learn compatible tools for building credit risk acceptance models

Curriculum for Finance

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…

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.

Monotonic Optimal Binning in Consumer Credit Risk Scorecard Development

A python framework for risk scoring

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

A LLM training and evaluation benchmark for credit scoring

[Project repo] Improving business with a credit risk model

Application of Markov Chain in Finance

Weight of Evidence，基于iv值最大思想求最优分箱