This blog post has everything you need to learn about credit risk. We have put together tutorials for everyone, whether you are just beginner or want to become an expert in credit risk analysis.
- A Complete Guide to Credit Risk Modelling
- A Complete Guide to Stress Testing
- IFRS 9 : Step by Step Guide
- Datasets for Credit Risk Modeling
- Roll Rate Analysis
- Vintage Analysis
- Loan Amortisation Schedule using R and Python
- Weight of Evidence (WOE) and Information Value (IV) Explained
- Weight of Evidence and Information Value for Continuous Dependent Variable
- Gini, Cumulative Accuracy Profile, AUC
- 4 Ways to Calculate AUC
- Checking Model Performance
- Model Validation Techniques
- Model Monitoring Techniques
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