8 results found Sort:

amphibian-dev
toad amphibian-dev
177
493
mit
24
ESC Team's credit scorecard tools.
toad python3 scorecard credit-risk data-analysis credit-scoring financial-analysis
Created 2018-08-31
836 commits to master branch, last one about a month ago
lakshmiDRIP
DROP lakshmiDRIP
45
121
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
2,174 commits to master branch, last one 6 days ago
hendrirach
financemasters hendrirach
10
102
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
24
88
mit
18
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
266 commits to main branch, last one 4 months ago
open-risk
transitionMatrix open-risk
32
86
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
112 commits to master branch, last one 4 days ago
naenumtou
ifrs9 naenumtou
28
79
unknown
9
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 9 months ago
itlubber
scorecardpipeline itlubber
21
63
mit
3
scorecardpipeline封装了toad、scorecardpy、optbinning等评分卡建模相关组件，API风格与sklearn高度一致，支持pipeline式端到端评分卡建模、模型报告输出、导出PMML文件、超参数搜索等
credit scorecard credit-risk riskcontrol scorecardpipeline
Created 2023-05-04
240 commits to main branch, last one 10 days ago
The-FinAI
CALM The-FinAI
5
43
mit
2
A LLM training and evaluation benchmark for credit scoring
benchmark credit-risk large-language-models
Created 2023-06-28
42 commits to main branch, last one about a year ago