Simulated credit rating migration and capital requirement analysis using Markov models under Basel III stress scenarios.
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Dec 8, 2025 - Jupyter Notebook
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exposure-at-default
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Completed as part of the 365 Data Science Credit Risk Modeling in Python Udemy course. Developed an end-to-end credit risk modeling pipeline for consumer lending, covering data preprocessing, feature engineering, Probability of Default , Loss Given Default , Exposure at Default , scorecard development, model validation, population stability
finance scikit-learn logistic-regression pyhton information-value feature-engineering model-validation woe credit-risk population-stability-index probability-of-default credit-scorecard financial-risk credit-risk-modelling loss-given-default banking-analytics basel-ii exposure-at-default
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Jun 10, 2026 - Jupyter Notebook
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
loan-default-prediction irb120 probability-of-default loss-given-default expected-loss exposure-at-default
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Mar 5, 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
IFRS 9 expected credit loss engine on 1.35M real loans: PD, LGD, EAD, three-stage staging, and probability-weighted macroeconomic scenarios
python scikit-learn banking credit-scoring model-validation credit-risk impairments risk-modeling probability-of-default financial-risk ifrs9 expected-credit-loss loss-given-default exposure-at-default macroeconomic-scenarios
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Jun 30, 2026 - Jupyter Notebook
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