11. LGD model/12. Homework building an updated LGD model.html 1.5 kB
5. PD Model Data Preparation/30. Data preparation. Preprocessing continuous variables creating dummies. Homework.html 1.4 kB
2. Setting up the working environment/1. Setting up the environment - Do not skip, please!.srt 1.3 kB
5. PD Model Data Preparation/20. Data preparation. Preprocessing discrete variables. Homework..html 1.3 kB
13. Calculating expected loss/3. Homework calculate expected loss on more recent data.html 974 Bytes
8. Applying the PD Model for decision making/10. Setting cut-offs. Homework.html 957 Bytes
4. General preprocessing/5. Preprocessing few continuous variables Homework.html 919 Bytes
12. EAD model/5. Homework building an updated EAD model.html 875 Bytes
9. PD model monitoring/6. Homework building an updated PD model.html 820 Bytes
4. General preprocessing/10. Check for missing values and clean Homework.html 668 Bytes
13. Calculating expected loss/1.1 Calculating expected loss with comments.html 207 Bytes
13. Calculating expected loss/3.1 Calculating expected loss complete notebook with comments.html 207 Bytes
10. LGD and EAD Models Preparing the data/1.1 LGD and EAD models independent variables with comments.html 202 Bytes
10. LGD and EAD Models Preparing the data/3.2 LGD and EAD models dependent variables with comments.html 202 Bytes
10. LGD and EAD Models Preparing the data/5.1 LGD and EAD models distribution of recovery rates and credit conversion factors with comments.html 202 Bytes
11. LGD model/1.1 LGD model preparing the inputs with comments.html 202 Bytes
11. LGD model/10.2 LGD model combining stage 1 and stage 2 with comments.html 202 Bytes
11. LGD model/2.1 LGD model testing the model with comments.html 202 Bytes
11. LGD model/4.1 LGD model estimating the accuracy of the model with comments.html 202 Bytes
11. LGD model/5.1 LGD model saving the model with comments.html 202 Bytes
11. LGD model/6.2 LGD model stage 2 – linear regression with comments.html 202 Bytes
11. LGD model/8.2 LGD model stage 2 – linear regression evaluation with comments.html 202 Bytes
12. EAD model/1.1 EAD model estimation and interpretation with comments.html 202 Bytes
12. EAD model/3.2 EAD model validation with comments.html 202 Bytes
5. PD Model Data Preparation/18.2 Data preparation. Preprocessing discrete variables creating dummies (Part 2) with comments.html 189 Bytes
5. PD Model Data Preparation/20.1 Data preparation. Preprocessing discrete variables. Homework with comments.html 189 Bytes
5. PD Model Data Preparation/21.1 Data preparation. Preprocessing continuous variables Automating calculations with comments.html 189 Bytes
5. PD Model Data Preparation/23.2 Data preparation. Preprocessing continuous variables creating dummies (Part 1) with comments.html 189 Bytes
5. PD Model Data Preparation/25.2 Data preparation. Preprocessing continuous variables creating dummies (Part 2) with comments.html 189 Bytes
5. PD Model Data Preparation/27.1 Data preparation. Preprocessing continuous variables creating dummies. Homework with comments.html 189 Bytes
5. PD Model Data Preparation/28.2 Data preparation. Preprocessing continuous variables creating dummies (Part 3) with comments.html 189 Bytes
5. PD Model Data Preparation/30.2 Data preparation. Preprocessing continuous variables creating dummies. Homework with comments.html 189 Bytes
5. PD Model Data Preparation/31.1 Data preparation. Preprocessing the test dataset with comments.html 189 Bytes
3. Dataset description/1.2 Data preparation with comments.html 188 Bytes
4. General preprocessing/1.1 Importing the data into Python with comments.html 188 Bytes
4. General preprocessing/10.2 Check for missing values and clean the data Homework - Solution with comments.html 188 Bytes
4. General preprocessing/3.1 Preprocessing few continuous variables with comments.html 188 Bytes
4. General preprocessing/5.2 Preprocessing few continuous variables Homework - Solution with comments.html 188 Bytes
4. General preprocessing/6.1 Preprocessing few discrete variables with comments.html 188 Bytes
4. General preprocessing/8.2 Check for missing values and clean with comments.html 188 Bytes
5. PD Model Data Preparation/11.1 Data preparation. An example with comments.html 188 Bytes
5. PD Model Data Preparation/13.2 Data preparation. Preprocessing discrete variables automating calculations with comments.html 188 Bytes
5. PD Model Data Preparation/15.1 Data preparation. Preprocessing discrete variables visualizing results with comments.html 188 Bytes
5. PD Model Data Preparation/16.1 Data preparation. Preprocessing discrete variables creating dummies (Part 1) with comments.html 188 Bytes
5. PD Model Data Preparation/3.2 Dependent variable GoodBad with comments.html 188 Bytes
5. PD Model Data Preparation/9.2 Data preparation. Splitting data with comments.html 188 Bytes
6. PD model estimation/3.2 Loading the data and selecting the features with comments.html 187 Bytes
6. PD model estimation/4.2 PD model estimation with comments.html 187 Bytes
6. PD model estimation/5.2 Build a logistic regression model with p-values with comments.html 187 Bytes
7. PD model validation/1.2 Out-of-sample validation (test) with comments.html 187 Bytes
7. PD model validation/3.1 Evaluation of model performance accuracy and area under the curve (AUC) with comments.html 187 Bytes
7. PD model validation/5.1 Evaluation of model performance Gini and Kolmogorov-Smirnov with comments.html 187 Bytes
8. Applying the PD Model for decision making/1.1 Calculating probability of default for a single customer with comments.html 187 Bytes
8. Applying the PD Model for decision making/2.1 Creating a scorecard with comments.html 187 Bytes
8. Applying the PD Model for decision making/4.2 Calculating credit score with comments.html 187 Bytes
8. Applying the PD Model for decision making/6.2 From credit score to PD with comments.html 187 Bytes
8. Applying the PD Model for decision making/8.2 Setting cut-offs with comments.html 187 Bytes