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)
Actuarial insurance risk scoring using frequency–severity modelling to estimate expected loss for underwriting and pricing.
Proyecto de Titulación: Cálculo de Pérdidas Esperadas basado en 3 modelos de Credit Scoring para una institución financiera del Ecuador
A collection of applied Debt Finance and Credit Risk modelling projects
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