Streamlit app that computes per-loan Expected Loss, Lifetime ECL, and Risk Rating from EAD/PD/LGD/WAL Excel portfolios
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Apr 27, 2026 - Python
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expected-loss
Here are 17 public repositories matching this topic...
This model estimates the 12-month Probability of Default (PD) for prime residential mortgage customers in the United Kingdom, aligned with the IFRS 9 impairment framework and calibrated to an adverse macroeconomic scenario. Version 1 (v1) is developed using gradient-boosted decision trees (GBDT)
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May 14, 2025
Actuarial insurance risk scoring using frequency–severity modelling to estimate expected loss for underwriting and pricing.
insurance pricing actuarial underwriting risk-analytics risk-scoring expected-loss frequency-severity
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Jan 10, 2026 - Jupyter Notebook
End-to-end credit risk engine computing Expected Loss (PD × LGD × EAD) on the LendingClub portfolio.
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May 3, 2026 - Jupyter Notebook
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
A collection of applied Debt Finance and Credit Risk modelling projects
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Dec 7, 2025 - Jupyter Notebook
Proyecto de Titulación: Cálculo de Pérdidas Esperadas basado en 3 modelos de Credit Scoring para una institución financiera del Ecuador
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Aug 28, 2024 - R
Credit risk modeling project estimating portfolio Expected Loss (PD × LGD × EAD) using the LendingClub dataset with logistic regression and two-stage LGD modeling.
python data-science machine-learning scikit-learn fintech logistic-regression credit-risk risk-modeling financial-analytics expected-loss
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Mar 5, 2026 - Jupyter Notebook
A credit risk modeling project using Logistic Regression to estimate Probability of Default (PD) and compute Expected Loss (EL) using a Basel-style framework. Includes stress testing under macro shocks and analysis of key drivers like interest rate, income, and debt-to-income ratio. Provides interpretable risk insights with ROC-AUC evaluation.
python finance machine-learning logistic-regression credit-risk probability-of-default quant-finance portfolio-risk expected-loss
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Jun 5, 2026 - Jupyter Notebook
End-to-end credit risk pipeline for PD, LGD, EAD, expected loss, IFRS 9-style staging, and stress testing on LendingClub loan data.
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Apr 13, 2026 - Jupyter Notebook
End-to-end credit risk modeling: PD/LGD/EL on 1.35M Lending Club loans. Test AUC 0.719, 32 bps portfolio error. Includes drift monitoring, MRM documentation, and live dashboard.
python machine-learning fintech xgboost survival-analysis lending bayesian-statistics credit-risk portfolio-management risk-modeling drift-monitoring model-risk-management expected-loss
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May 22, 2026 - Python
Governed PostgreSQL credit decisioning simulator for synthetic applications, pre-production strategy testing, matched comparison, counteroffer governance, and Expected Loss tradeoffs—without PII.
sql postgresql financial-services model-validation underwriting decision-engine synthetic-data data-governance credit-risk risk-analytics scenario-analysis strategy-simulation portfolio-analytics credit-strategy credit-decisioning expected-loss
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May 30, 2026
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
Personal-loan credit-risk & unit-economics platform: vintage delinquency curves, expected-loss modeling, and an interactive approval-threshold scenario simulator. Built with dbt, DuckDB, Python, and Streamlit.
python sql pandas data-engineering fintech data-analytics dbt credit-risk loan-analytics portfolio-analytics streamlit duckdb unit-economics expected-loss analytics-portfolio vintage-analysis scenario-simulator
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May 8, 2026 - Python
loan-default-prediction irb120 probability-of-default loss-given-default expected-loss exposure-at-default
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Mar 5, 2026 - Jupyter Notebook
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.
python data-science machine-learning random-forest fintech logistic-regression risk-modelling credit-risk expected-loss fico-score
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Apr 27, 2026 - Python
Credit risk pipeline on 2M+ loan records — ROC-AUC 0.97, FICO-style scorecard, risk segmentation, and live Streamlit app.
python machine-learning random-forest numpy scikit-learn pandas smote credit-risk bfsi expected-loss
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Apr 5, 2026 - Python
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