6 results found Sort:

amphibian-dev
toad amphibian-dev
172
465
mit
24
ESC Team's credit scorecard tools.
toad python3 scorecard credit-risk data-analysis credit-scoring financial-analysis
Created 2018-08-31
817 commits to master branch, last one 3 months ago
lakshmiDRIP
DROP lakshmiDRIP
41
112
apache-2.0
9
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
fx bond java loans treasury corporates municipals credit-risk market-risk asset-backed fixed-income interest-rates emerging-market asset-allocation inflation-linked counterparty-risk cva-dva-fva-kva-xva statistical-learning portfolio-optimization transaction-cost-analytics
Created 2017-08-31
2,125 commits to master branch, last one a day ago
open-risk
transitionMatrix open-risk
32
83
apache-2.0
3
Statistical analysis and visualization of state transition phenomena
python credit-risk state-space markov-chain credit-rating hacktoberfest credit-scoring rating-migration transition-matrix
Created 2017-11-11
104 commits to master branch, last one 2 months ago
hendrirach
financemasters hendrirach
9
80
unknown
4
Curriculum for Finance
amazon credit finance coursera education investment credit-risk private-equity corporate-finance
Created 2020-12-01
38 commits to main branch, last one 3 years ago
ing-bank
skorecard ing-bank
22
80
mit
17
scikit-learn compatible tools for building credit risk acceptance models
scorecard creditrisk scorecards credit-risk scikit-learn scorecard-model machine-learning logistic-regression
Created 2021-06-07
265 commits to main branch, last one 10 months ago
naenumtou
ifrs9 naenumtou
21
65
unknown
7
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.
ifrs-9 credit-risk risk-modelling risk-management machine-learning financial-analysis financial-modeling financial-services
Created 2021-08-01
320 commits to main branch, last one 4 months ago