ESC Team's credit scorecard tools.

• UpdatedFeb 18, 2025
• Python

Open solution to the Home Credit Default Risk challenge 🏡

• UpdatedJun 22, 2022
• Python

Credit Risk analysis by using Python and ML

• UpdatedNov 20, 2017
• Jupyter Notebook

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

• UpdatedMar 16, 2025
• HTML

Curriculum for Finance

• UpdatedJan 4, 2021

scikit-learn compatible tools for building credit risk acceptance models

• UpdatedFeb 9, 2025
• Python

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…

• UpdatedMar 31, 2020
• Jupyter Notebook

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.

• UpdatedFeb 26, 2024
• Jupyter Notebook

Statistical analysis and visualization of state transition phenomena

• UpdatedDec 17, 2024
• Python

scorecardpipeline封装了toad、scorecardpy、optbinning等评分卡建模相关组件，API风格与sklearn高度一致，支持pipeline式端到端评分卡建模、模型报告输出、导出PMML文件、超参数搜索等

• UpdatedMar 12, 2025
• Python

Monotonic Optimal Binning in Consumer Credit Risk Scorecard Development

• UpdatedNov 7, 2020
• R

A LLM training and evaluation benchmark for credit scoring

• UpdatedOct 15, 2023
• Python

A python framework for risk scoring

• UpdatedOct 14, 2024
• Python

A Python library for generating analytic tests for credit portfolio loss distributions

• UpdatedDec 17, 2024
• Python

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

• UpdatedDec 17, 2024
• JavaScript

Using various machine learning models to predict whether a company will go bankrupt

• UpdatedOct 28, 2022
• Jupyter Notebook

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

• UpdatedFeb 26, 2024
• Jupyter Notebook

A predictive model that uses several machine learning algorithms to predict the eligibility of loan applicants based on several factors

• UpdatedOct 31, 2018
• Python

• UpdatedSep 21, 2020
• Jupyter Notebook

Loan approval prediction is a popular machine learning project, especially in the banking and finance industry. The goal of this project is to build a predictive model that can determine whether a loan application will be approved or not based on the applicant's information such as income, credit history, and loan amount.

• UpdatedNov 24, 2024
• Jupyter Notebook