End-to-End IFRS 9 LGD Model development by Advance Workout Model.
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Jun 12, 2026 - Jupyter Notebook
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loss-given-default
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Regression Models for predicting Loss Given Default (LGD) by accounting for the limits of the LGD variable, typically 0% to 100%. In a default scenario, The models predict the expected loss for a loan, where the response variable (LGD) is bounded by total recovery (0) and total loss (1).
regression-models latent-variable-models maximum-likelihood-estimation loss credit-risk truncated-distribution tobit-regression censored-regression loss-given-default
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Oct 7, 2025 - Jupyter Notebook
Completed as part of the 365 Data Science Credit Risk Modeling in Python Udemy course. Developed an end-to-end credit risk modeling pipeline for consumer lending, covering data preprocessing, feature engineering, Probability of Default , Loss Given Default , Exposure at Default , scorecard development, model validation, population stability
finance scikit-learn logistic-regression pyhton information-value feature-engineering model-validation woe credit-risk population-stability-index probability-of-default credit-scorecard financial-risk credit-risk-modelling loss-given-default banking-analytics basel-ii exposure-at-default
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Jun 10, 2026 - Jupyter Notebook
Implements the Basel III credit risk framework (PD, LGD, EAD) using Logistic & Linear Regression on Lending Club loan data (2007–2014)
python machine-learning linear-regression scikit-learn logistic-regression lending-club risk-modelling credit-risk basel-3 probability-of-default loss-given-default expected-loss exposure-at-default
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Mar 26, 2026 - Jupyter Notebook
irb random-forest logistic-regression model-calibration sensitivity-analysis challenger model-validation credit-risk back-testing credit-portfolio-management population-stability-index probability-of-default loss-given-default expected-loss model-governance exposure-at-default credit-policy
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Mar 8, 2026 - Jupyter Notebook
Developing a simple practical implementation of a credit risk model
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Apr 12, 2024 - R
loan-default-prediction irb120 probability-of-default loss-given-default expected-loss exposure-at-default
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Mar 5, 2026 - Jupyter Notebook
R-codebase for a scientific research article, titled "The TruEnd-procedure: Treating trailing zero-valued balances in credit data"
survival-analysis optimisation decision-analysis credit-risk-modelling data-errors loss-given-default
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Jan 22, 2026 - R
The AI Loan Analyst is a sophisticated Streamlit-based web application designed to automate and enhance the loan analysis process for financial institutions. It combines data science, machine learning, and financial modeling to provide a complete loan portfolio management solution.
python data-science machine-learning exploratory-data-analysis machine-learning-algorithms eda data-analytics xgboost lightgbm data-cleaning roi-analysis streamlit ai-analysis loss-given-default shap-explainability
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Mar 11, 2026 - Python
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