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Developing a simple practical implementation of a credit risk model

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Developing a Loss-Given-Default Model

The goal of this project is to implement a simple practical implementation of a selected credit risk model, in this case a Loss-Given-Default (LGD) model.

The interface to the developed model is implemented as a R Shiny App, which is deployed and accessible via betiko.shinyapps.io/acrm/.

For details please see the presentation of this project which is accessible via bt-koch.quarto.pub/loss-given-default/.

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This project was created as a part of the Seminar "Applied Credit Risk Modeling" at the University of Zurich.

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Developing a simple practical implementation of a credit risk model

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