View Code? Open in Web Editor
NEW
This project forked from emmawei2022/cecl-modeling-demo
CECL modeling Demo
cecl-modeling-demo's Introduction
- Default definition and data preparation
- Scorecard development
- GLM modeling
- Data preparation
- GLM modeling
- Survival Modeling
- Transition Matrix Modeling
- LGD data preparation
- LGD micro-structure approach
- LGD Regression methods
Prepayment, Competing Risks and EAD Modeling
- Data preparation
- Full prepayment modeling
- Competing risk modeling
- EAD modeling
Scenario Analysis and CECL
- Data preparation
- Scenario Analysis
- ECL Computation and valuatation
cecl-modeling-demo's People
Contributors