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uk-banking

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Amogh21hh / uk-sme-credit-risk-ifrs9-ecl

IFRS 9 Expected Credit Loss model on a 10,000-loan UK SME portfolio - PD/LGD/EAD, SICR staging, 3-scenario macro overlay. R, Python, Excel. AUC 0.77.

r scorecard risk-modelling credit-risk logiticregression ifrs9 expected-credit-loss pd-lgd-ead uk-banking

Updated Jun 8, 2026
Python

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