ESC Team's credit scorecard tools.
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Updated
Feb 18, 2025 - Python
ESC Team's credit scorecard tools.
Open solution to the Home Credit Default Risk challenge 🏡
scorecardpipeline封装常用的风控策略分析和评分卡建模相关组件,支持pipeline式端到端评分卡建模、三方数据分析、规则集效果评估、特征有效性分析、excel报告输出、评分卡PMML导出、全流程超参数搜索等功能。核心功能:评分卡,策略分析,风控,规则挖掘,特征筛选,自动分箱
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
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.
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…
Statistical analysis and visualization of state transition phenomena
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 loan performance data
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)
Credit Risk Modelling | Calculation of PD, LGD, EDA and EL with Machine Learning in Python
Machine learning for financial risk management
A predictive model that uses several machine learning algorithms to predict the eligibility of loan applicants based on several factors
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