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1. pd_cohort_model pd_cohort_model Public

   End-to-End IFRS 9 PD Model development by Cohort Model.

   Jupyter Notebook 1

2. lgd_advance_workout_model lgd_advance_workout_model Public

   End-to-End IFRS 9 LGD Model development by Advance Workout Model.

   Jupyter Notebook 2

3. ml_scoring_model ml_scoring_model Public

   To modernize traditional scoring model using machine learning.

   Jupyter Notebook 1

4. nmd_model nmd_model Public

   A complete guide of Non-Maturity Deposit model (NMD Models)

   Jupyter Notebook 1

5. ifrs9 ifrs9 Public

   The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those three parameters as well as staging criteria.

   Jupyter Notebook 123 46

6. creditrisk creditrisk Public

   This repository contained the scope of credit risk and credit scoring model.

   Jupyter Notebook 8 4