pd-modeling

Here are 3 public repositories matching this topic...

Sigauke01ZA / Freddie-Mac-IFRS9-Stress-Testing-Engine

An end-to-end IFRS 9 Stress-Testing Engine built on 54M Freddie Mac loan records. Features a macro-sensitive XGBoost PD model, dynamic LGD, and an interactive Streamlit dashboard for real-time staging simulation. Fully validated to SR 11-7 standards.

python stress-testing logistic-regression risk-management credit-risk xgboost-classifier streamlit-dashboard quant-finance credit-risk-modelling ifrs9 expected-credit-loss pd-modeling macroeconomic-scenarios

Updated Oct 25, 2026
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Mrinal-g / credit-risk-modeling

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End-to-end credit risk pipeline for PD, LGD, EAD, expected loss, IFRS 9-style staging, and stress testing on LendingClub loan data.

credit-risk ifrs9 expected-loss pd-modeling lgd-modeling ead-modeling

Updated Apr 13, 2026
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ErenReyhanlioglu / Credit_Risk_Analysis

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Bankacılık ve Fintech sektöründe kullanılan Probability of Default (PD) modellerinin, Naeem Siddiqi'nin standartlaştırdığı metodolojilere ve Basel regülasyonlarına sadık kalarak geliştirilmesini kapsar.

data-science machine-learning statistics linear-regression feature-selection feature-extraction weight-of-evidence regulations shap explainability model-inference pd-modeling

Updated Feb 23, 2026
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