ESC Team's credit scorecard tools.
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Updated
Nov 4, 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
Curriculum for Finance
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…
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.
scorecardpipeline封装了toad、scorecardpy、optbinning等评分卡建模相关组件,API风格与sklearn高度一致,支持pipeline式端到端评分卡建模、模型报告输出、导出PMML文件、超参数搜索等
Monotonic Optimal Binning in Consumer Credit Risk Scorecard Development
A LLM training and evaluation benchmark for credit scoring
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
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
Loan approval prediction is a popular machine learning project, especially in the banking and finance industry. The goal of this project is to build a predictive model that can determine whether a loan application will be approved or not based on the applicant's information such as income, credit history, and loan amount.
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