End-to-End IFRS 9 PD Model development by Cohort Model.
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Jun 2, 2026 - Jupyter Notebook
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pd-model
Here are 7 public repositories matching this topic...
Excel-based credit risk portfolio model using Monte Carlo simulation to estimate Expected Loss and VaR (95%, 99%) for multiple firms.
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Mar 30, 2026
A collection of applied Debt Finance and Credit Risk modelling projects
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Dec 7, 2025 - Jupyter Notebook
Portfolio of projects
machine-learning portfolio-website data-visualization data-analytics loan-default-prediction credit-risk-analysis pd-model
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Jan 8, 2021 - SCSS
IFRS 9 ECL engine on 2.26M Lending Club loans: PD scorecard, LGD/EAD models, Basel IRB capital, 3-stage ECL with macro scenarios and full model validation.
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Jul 22, 2026 - Python
Credit Risk Probability of Default (PD) modelling using Logistic Regression and Random Forest with risk bucket segmentation and threshold optimization.
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Feb 23, 2026 - Jupyter Notebook
Consumer credit risk, PD scorecard (logistic regression + WOE/IV) on Home Credit data, with discrimination, calibration and population-stability validation, ongoing monitoring, and model governance. Includes an EAD analysis reframed as a documented data-quality finding.
logistic-regression ead model-validation credit-risk scikit-learn-python model-monitoring credit-scorecard pd-model model-governance consumer-credit woe-iv
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Jun 23, 2026 - Jupyter Notebook
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