IFRS 9 ECL engine on 2.26M Lending Club loans: PD scorecard, LGD/EAD models, Basel IRB capital, 3-stage ECL with macro scenarios and full model validation.
-
Updated
Jul 12, 2026 - Python
#
pd-model
Here is 1 public repository matching this topic...
Improve this page
Add a description, image, and links to the pd-model topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the pd-model topic, visit your repo's landing page and select "manage topics."