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Credit Risk Model v1.0

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@Shashyster Shashyster released this 01 Jul 06:23
v1.0
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JPMorgan Chase Quantitative Research — Task 3

What this does

Takes loan borrower data and predicts the probability of default (PD) using logistic regression. Calculates expected financial loss per loan using the formula: PD × Loan Amount × 0.90 (assuming 10% recovery rate).

How to run

  1. Place the executable in the same folder as Task 3 and 4_Loan_Data.csv
  2. Run the executable
  3. Call expected_loss_func() with borrower details to get expected loss

Built with

  • Python 3.11
  • scikit-learn (logistic regression)
  • pandas (data processing)

Part of

JPMorgan Chase Quantitative Research Virtual Experience on Forage — Task 3 of 4

Assets 3
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