Practitioner-grade IFRS 9 expected-credit-loss engine: PD term structures, three-stage SICR waterfall, EBA macro overlays and a Vasicek/ASRF point-in-time PD. Parallel Python + Excel with a methodology deck.
Calibrated XGBoost Probability-of-Default model for a loan portfolio — ADASYN imbalance handling, Monte Carlo PD/ECL, SHAP explainability, and a full validation & monitoring suite (AUC, Gini, KS, PSI).
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