End-to-End IFRS 9 PD Model development by Cohort Model.
-
Updated
May 12, 2026 - Jupyter Notebook
End-to-End IFRS 9 PD Model development by Cohort Model.
Excel-based credit risk portfolio model using Monte Carlo simulation to estimate Expected Loss and VaR (95%, 99%) for multiple firms.
Credit Risk Probability of Default (PD) modelling using Logistic Regression and Random Forest with risk bucket segmentation and threshold optimization.
Portfolio of projects
A collection of applied Debt Finance and Credit Risk modelling projects
Add a description, image, and links to the pd-model topic page so that developers can more easily learn about it.
To associate your repository with the pd-model topic, visit your repo's landing page and select "manage topics."