Commercial expected loss and decision-support engine combining PD, LGD, and EAD into facility-level and portfolio-level outputs for portfolio risk and lending use cases.
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Updated
Apr 13, 2026 - Python
Commercial expected loss and decision-support engine combining PD, LGD, and EAD into facility-level and portfolio-level outputs for portfolio risk and lending use cases.
Credit risk pipeline on 2M+ loan records — ROC-AUC 0.97, FICO-style scorecard, risk segmentation, and live Streamlit app.
End-to-end ML-based credit risk system for predicting default probability (PD), estimating expected loss (EL), and optimizing FICO score segmentation for risk-based lending.
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