open-risk / transitionMatrix Sponsor Star 85 Code Issues Pull requests Discussions Statistical analysis and visualization of state transition phenomena python markov-chain state-space credit-scoring hacktoberfest transition-matrix credit-risk rating-migration credit-rating Updated Feb 27, 2026 Python
Leotaby / Wholesale-Credit-Risk-Portfolio-Analytics Star 0 Code Issues Pull requests End-to-end wholesale credit risk portfolio analytics, PD/LGD/EAD modelling, rating migration, stress testing, OOT validation and SQL controls on a synthetic 2,500-obligor panel. python machine-learning sql scikit-learn stress-testing model-validation risk-management credit-risk lgd portfolio-analytics rating-migration probability-of-default Updated Jun 20, 2026 Jupyter Notebook
kmedian / panelctmc Star 0 Code Issues Pull requests Continuous Time Markov Chain for daily panel data and annual transition probabilities pypi markov-chain transition-matrix annual-transition-probabilities stochastic-matrix transition-probability rating-migration Updated Sep 26, 2019 Jupyter Notebook