Simulated credit rating migration and capital requirement analysis using Markov models under Basel III stress scenarios.
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Dec 8, 2025 - Jupyter Notebook
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exposure-at-default
Here are 5 public repositories matching this topic...
Commercial EAD and CCF repo for funded and unfunded exposure estimation using utilisation and conversion-factor assumptions for loss, pricing, and portfolio decisioning workflows.
python australia fintech banking ccf utilisation portfolio-project synthetic-data credit-risk risk-analytics credit-decisioning exposure-at-default commercial-lending credit-exposure
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Apr 13, 2026 - Python
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
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
loan-default-prediction irb120 probability-of-default loss-given-default expected-loss exposure-at-default
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Mar 5, 2026 - Jupyter Notebook
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