credit-risk

ESC Team's credit scorecard tools.

Open solution to the Home Credit Default Risk challenge 🏡

MARVIS-Agent: all-purpose credit risk agent for model development, validation, data processing, feature engineering, and strategy workflows.

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

Curriculum for Finance

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

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.

scikit-learn compatible tools for building credit risk acceptance models

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…

Credit Risk Modelling | Calculation of PD, LGD, EDA and EL with Machine Learning in Python

Statistical analysis and visualization of state transition phenomena

A LLM training and evaluation benchmark for credit scoring

Monotonic Optimal Binning in Consumer Credit Risk Scorecard Development

A python framework for risk scoring

Educational derivative pricing and risk models in Python: finite differences, binomial/trinomial trees, credit models and stochastic processes.

Open benchmark datasets republished in stressed form to evaluate ML/LLM robustness. Curated by Santander AI Lab.

Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)

Machine learning for financial risk management

openNPL is an open source platform for the management of loan performance data