This model estimates the 12-month Probability of Default (PD) for prime residential mortgage customers in the United Kingdom, aligned with the IFRS 9 impairment framework and calibrated to an adverse macroeconomic scenario. Version 1 (v1) is developed using gradient-boosted decision trees (GBDT)
Proyecto de Titulación: Cálculo de Pérdidas Esperadas basado en 3 modelos de Credit Scoring para una institución financiera del Ecuador
A collection of applied Debt Finance and Credit Risk modelling projects
Actuarial insurance risk scoring using frequency–severity modelling to estimate expected loss for underwriting and pricing.
Credit risk modeling project estimating portfolio Expected Loss (PD × LGD × EAD) using the LendingClub dataset with logistic regression and two-stage LGD modeling.
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