credit-risk

There are 12 repositories under credit-risk topic.

toad
amphibian-dev / toad
ESC Team's credit scorecard tools.
data-analysis financial-analysis python3 toad credit-risk scorecard credit-scoring
Language:Python 465
minerva-ml / open-solution-home-credit
Open solution to the Home Credit Default Risk challenge :house_with_garden:
machine-learning deep-learning kaggle pipeline feature-engineering reproducible-experiments reproducibility pipeline-framework lightgbm xgboost neptune competition credit-scoring credit-risk open-source python python3 python35
Language:Python 446
jalajthanaki / credit-risk-modelling
Credit Risk analysis by using Python and ML
python machine-learning pandas scikit-learn numpy scipy credit-risk
Language:Jupyter Notebook 139
DROP
lakshmiDRIP / DROP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
fixed-income bond asset-allocation transaction-cost-analytics counterparty-risk cva-dva-fva-kva-xva statistical-learning asset-backed portfolio-optimization market-risk credit-risk corporates loans municipals emerging-market inflation-linked interest-rates fx treasury java
Language:HTML 112
open-risk / transitionMatrix
Statistical analysis and visualization of state transition phenomena
credit-rating credit-risk credit-scoring hacktoberfest markov-chain python rating-migration state-space transition-matrix
Language:Python 83
hendrirach / financemasters
Curriculum for Finance
finance education corporate-finance private-equity credit credit-risk coursera amazon investment
80
ing-bank / skorecard
scikit-learn compatible tools for building credit risk acceptance models
scikit-learn scorecard scorecard-model scorecards credit-risk creditrisk machine-learning logistic-regression
Language:Python 80
vishnukanduri / Credit-Risk-Modeling-in-Python
Modeled the credit risk associated with consumer loans. Performed exploratory data analysis (EDA), preprocessing of continuous and discrete variables using various techniques depending on the feature. Checked for missing values and cleaned the data. Built the probability of default model using Logistic Regression. Visualized all the results. Computed Weight of Evidence and price elasticities.
dummy-variables credit-risk loan-default-prediction loans modeling python pandas tutorial tutorial-code numpy matpllotlib machine-learning machine-learning-algorithms machinelearning-python machine-intelligence
Language:Jupyter Notebook 76
naenumtou / ifrs9
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 machine-learning financial-analysis financial-services risk-management credit-risk risk-modelling financial-modeling
Language:Jupyter Notebook 66
statcompute / mob
Monotonic Optimal Binning in Consumer Credit Risk Scorecard Development
credit-risk scorecard
Language:R 60
open-risk / openRiskScore
A python framework for risk scoring
credi-scoring credit-risk scorecard federated-learning risk-management risk-modelling
Language:Python 30
open-risk / portfolioAnalytics
A Python library for generating analytic tests for credit portfolio loss distributions
credit-risk portfolio-management credit-portfolio-management
Language:Python 30
open-risk / openNPL
openNPL is an open source platform for the management of non-performing loans
loans python django non-performing database npl-data loan-data credit-portfolio-management django-application credit-risk
Language:JavaScript 24
colfeng / CALM
A LLM training and evaluation benchmark for credit scoring
benchmark credit-risk large-language-models
Language:Python 22
wangy8989 / Bankruptcy-Prediction-using-Machine-Learning
Using various machine learning models to predict whether a company will go bankrupt
credit-risk risk-modelling machine-learning bankruptcy-prediction python naive-bayes-classification logistic-regression support-vector-machines gradient-boosting-classifier neural-network
Language:Jupyter Notebook 22
RegaipKURT / Credit-Risk-Modelling
credit risk modelling machine learning data-science machine-learning credit-scoring credit-risk risk-modelling
Language:Jupyter Notebook 20
joymnyaga / CreditAnalytics-Loan-Prediction
A predictive model that uses several machine learning algorithms to predict the eligibility of loan applicants based on several factors
credit-risk decision-tree gradient-boosting-machine knn-classification logistic-regression machine-learning naive-bayes-classification predictive-analytics python random-forest support-vector-machine
Language:Python 19
credit_risk
brunokatekawa / credit_risk
[Project repo] Improving business with a credit risk model
banking banking-applications credit-risk credit-risk-assessment money loan-default-prediction loan-prediction-analysis
Language:Jupyter Notebook 16
shawn-y-sun / Credit_Risk_Model_LoanDefaults
Credit Risk Modeling to Compute Expected Loss of Loans (logistic regression, linear regression)
credit-risk logistic-regression linear-regression machine-learning data-science
Language:Jupyter Notebook 15
SiruiJi / ml4frm
Machine learning for financial risk management
market-risk time-series-analysis volatility-modeling credit-risk liquidity-risk operational-risk other-financial-risk-modeling
Language:Python 14
ChenTaHung / Monotonic-Optimal-Binning
Monotonic Optimal Binning algorithm is a statistical approach to transform continuous variables into optimal and monotonic categorical variables.
credit credit-card-fraud credit-risk datapreprocessing feature-engineering mob monotone monotonic statistics data-discretization monotonic-optimal-binning risk risk-management monotone-optimal-binning python pava pool-adjacent-violators
Language:Python 13
punitzen / markov-chain-application-using-python
Application of Markov Chain in Finance
market-share market-trend markov-chain brand-loyalty credit-risk transition-matrix probabilistic-programming
Language:Jupyter Notebook 13
zhaoxingfeng / WOE
Weight of Evidence，基于iv值最大**求最优分箱
machine-learning woe iv scorecard credit-risk
Language:Python 13
open-risk / openSecuritisation
Demonstrating technical elements in support of open source securitisation frameworks
cashflows quantitative-finance credit-risk standards yaml python lambda-functions
Language:Python 11
sestelo / sa_financial
A short course on survival analysis applied to the financial industry
survival analysis default machine-learning credit-risk credit-scoring financial statistics r data-analysis
Language:HTML 10
open-risk / White_Papers
A mirror of the Open Risk white paper collection
risk-models credit-risk risk-profile stress-testing risk-taxonomies portfolios white-papers federated-learning sustainable-finance ghg-emissions sustainability
9
ChengChen-Steven / Fraud-Detection-Credit-Card-Account-Origination
This project commissions to examine the 100,000 credit card application data, detect abnormality and potential fraud in the dataset. All data manipulation and analysis are conducted in R. Featured analysis methods include Principal Component Analysis (PCA), Heuristic Algorithm and Autoencoder.
credit-card credit-card-fraud credit-risk
Language:R 8
mfow / fico
Reverse engineering of the FICO algorithm
azure-functions credit credit-risk credit-risk-analysis credit-score credit-score-card python3 reverse-engineering tensorflow
Language:Python 8
xxzcool / scoremodel
Credit scoring modeling toolbox based on R
r scorecard scoring-models credit-risk credit-scoring woe iv ks psi binning discretization risk-management
Language:R 8
Ashutosh27ind / PGDDS-Capstone-Project
Credit Card Fraud Detection Project
adasyn credit-risk decision-trees kfold-cross-validation knn logistic-regression random-forest smote svm xgboost
Language:Jupyter Notebook 7
open-risk / OpenCPM-Architecture
A public repository to facilitate the discussion / development of OpenCPM
credit-risk api portfolio-management
Language:Python 7
yakupkaplan / Home-Credit-Default-Risk
In this project we try to predict home credit default risk for clients. We try to predict, if the client will have payment difficulties or not.
credit-risk classification-model exploratory-data-analysis feature-engineering data-mining datapreprocessing lightgbm-classifier
Language:Python 7
YungFuu / Loan-Default-Risk-Assessment-Model
在完成机器学习课程后，自己针对GBDT，XGboost等在反欺诈/反洗钱领域常用的模型再进行了自学所做出的结果，对课上的作业项目代码进行了进一步的提升和优化。
credit-risk machine-learning
Language:Python 7
chetandudhane / finance-analytics-credit-risk-default
The project involved developing a credit risk default model on Indian companies using the performance data of several companies to predict whether a company is going to default on upcoming loan payments.
logistic-regression machine-learning exploratory-data-analysis credit-risk credit-risk-analysis credit-risk-fraud
Language:Jupyter Notebook 6
ketchbrookanalytics / migrate
An R package for building state transition matrices
risk-management rstats-package credit-risk finance
Language:R 6
Purvanshsingh / Google-Summer-of-Code-2021
Final work report of Google Summer of Code 2021 with Hydra Ecosystem
gsoc gsoc2021 opensource semanticweb semantic-web linkeddata linked-data hydra credit-risk
6

credit-risk

amphibian-dev / toad

minerva-ml / open-solution-home-credit

jalajthanaki / credit-risk-modelling

lakshmiDRIP / DROP

open-risk / transitionMatrix

hendrirach / financemasters

ing-bank / skorecard

vishnukanduri / Credit-Risk-Modeling-in-Python

naenumtou / ifrs9

statcompute / mob

open-risk / openRiskScore

open-risk / portfolioAnalytics

open-risk / openNPL

colfeng / CALM

wangy8989 / Bankruptcy-Prediction-using-Machine-Learning

RegaipKURT / Credit-Risk-Modelling

joymnyaga / CreditAnalytics-Loan-Prediction

brunokatekawa / credit_risk

shawn-y-sun / Credit_Risk_Model_LoanDefaults

SiruiJi / ml4frm

ChenTaHung / Monotonic-Optimal-Binning

punitzen / markov-chain-application-using-python

zhaoxingfeng / WOE

open-risk / openSecuritisation

sestelo / sa_financial

open-risk / White_Papers

ChengChen-Steven / Fraud-Detection-Credit-Card-Account-Origination

mfow / fico

xxzcool / scoremodel

Ashutosh27ind / PGDDS-Capstone-Project

open-risk / OpenCPM-Architecture

yakupkaplan / Home-Credit-Default-Risk

YungFuu / Loan-Default-Risk-Assessment-Model

chetandudhane / finance-analytics-credit-risk-default

ketchbrookanalytics / migrate

Purvanshsingh / Google-Summer-of-Code-2021