2 - Setting up the working environment/12 - Installing the sklearn package French.vtt 2.0 kB
5 - PD Model Data Preparation/35 - Data preparation Preprocessing continuous variables creating dummies Homework.html 1.9 kB
2 - Setting up the working environment/12 - Installing the sklearn package English.vtt 1.7 kB
11 - LGD model/69 - Homework building an updated LGD model.html 1.5 kB
5 - PD Model Data Preparation/37 - Data preparation Preprocessing continuous variables creating dummies Homework.html 1.4 kB
2 - Setting up the working environment/7 - Setting up the environment French.vtt 1.3 kB
5 - PD Model Data Preparation/31 - Data preparation Preprocessing discrete variables Homework.html 1.3 kB
2 - Setting up the working environment/7 - Setting up the environment English.vtt 1.2 kB
13 - Calculating expected loss/74 - Homework calculate expected loss on more recent data.html 974 Bytes
8 - Applying the PD Model for decision making/53 - Setting cutoffs Homework.html 957 Bytes
4 - General preprocessing/17 - Preprocessing few continuous variables Homework.html 919 Bytes
12 - EAD model/72 - Homework building an updated EAD model.html 875 Bytes
9 - PD model monitoring/58 - Homework building an updated PD model.html 820 Bytes
4 - General preprocessing/20 - Check for missing values and clean Homework.html 668 Bytes
13 - Calculating expected loss/73 - Calculating expected loss with comments.txt 146 Bytes
13 - Calculating expected loss/74 - Calculating expected loss complete notebook with comments.txt 146 Bytes
10 - LGD and EAD Models Preparing the data/59 - LGD and EAD models independent variables with comments.txt 141 Bytes
10 - LGD and EAD Models Preparing the data/60 - LGD and EAD models dependent variables with comments.txt 141 Bytes
10 - LGD and EAD Models Preparing the data/61 - LGD and EAD models distribution of recovery rates and credit conversion factors with comments.txt 141 Bytes
11 - LGD model/62 - LGD model preparing the inputs with comments.txt 141 Bytes
11 - LGD model/63 - LGD model testing the model with comments.txt 141 Bytes
11 - LGD model/64 - LGD model estimating the accuracy of the model with comments.txt 141 Bytes
11 - LGD model/65 - LGD model saving the model with comments.txt 141 Bytes
11 - LGD model/66 - LGD model stage 2 linear regression with comments.txt 141 Bytes
11 - LGD model/67 - LGD model stage 2 linear regression evaluation with comments.txt 141 Bytes
11 - LGD model/68 - LGD model combining stage 1 and stage 2 with comments.txt 141 Bytes
12 - EAD model/70 - EAD model estimation and interpretation with comments.txt 141 Bytes
12 - EAD model/71 - EAD model validation with comments.txt 141 Bytes
5 - PD Model Data Preparation/30 - Data preparation Preprocessing discrete variables creating dummies Part 2 with comments.txt 128 Bytes
5 - PD Model Data Preparation/31 - Data preparation Preprocessing discrete variables Homework with comments.txt 128 Bytes
5 - PD Model Data Preparation/32 - Data preparation Preprocessing continuous variables Automating calculations with comments.txt 128 Bytes
5 - PD Model Data Preparation/33 - Data preparation Preprocessing continuous variables creating dummies Part 1 with comments.txt 128 Bytes
5 - PD Model Data Preparation/34 - Data preparation Preprocessing continuous variables creating dummies Part 2 with comments.txt 128 Bytes
5 - PD Model Data Preparation/35 - Data preparation Preprocessing continuous variables creating dummies Homework with comments.txt 128 Bytes
5 - PD Model Data Preparation/36 - Data preparation Preprocessing continuous variables creating dummies Part 3 with comments.txt 128 Bytes
5 - PD Model Data Preparation/37 - Data preparation Preprocessing continuous variables creating dummies Homework with comments.txt 128 Bytes
5 - PD Model Data Preparation/38 - Data preparation Preprocessing the test dataset with comments.txt 128 Bytes
3 - Dataset description/13 - Data preparation with comments.txt 127 Bytes
4 - General preprocessing/15 - Importing the data into Python with comments.txt 127 Bytes
4 - General preprocessing/16 - Preprocessing few continuous variables with comments.txt 127 Bytes
4 - General preprocessing/17 - Preprocessing few continuous variables Homework Solution with comments.txt 127 Bytes
4 - General preprocessing/18 - Preprocessing few discrete variables with comments.txt 127 Bytes
4 - General preprocessing/19 - Check for missing values and clean with comments.txt 127 Bytes
4 - General preprocessing/20 - Check for missing values and clean the data Homework Solution with comments.txt 127 Bytes
5 - PD Model Data Preparation/22 - Dependent variable GoodBad with comments.txt 127 Bytes
5 - PD Model Data Preparation/25 - Data preparation Splitting data with comments.txt 127 Bytes
5 - PD Model Data Preparation/26 - Data preparation An example with comments.txt 127 Bytes
5 - PD Model Data Preparation/27 - Data preparation Preprocessing discrete variables automating calculations with comments.txt 127 Bytes
5 - PD Model Data Preparation/28 - Data preparation Preprocessing discrete variables visualizing results with comments.txt 127 Bytes
5 - PD Model Data Preparation/29 - Data preparation Preprocessing discrete variables creating dummies Part 1 with comments.txt 127 Bytes
6 - PD model estimation/41 - Loading the data and selecting the features with comments.txt 126 Bytes
6 - PD model estimation/42 - PD model estimation with comments.txt 126 Bytes
6 - PD model estimation/43 - Build a logistic regression model with pvalues with comments.txt 126 Bytes
7 - PD model validation/45 - Outofsample validation test with comments.txt 126 Bytes
7 - PD model validation/46 - Evaluation of model performance accuracy and area under the curve AUC with comments.txt 126 Bytes
7 - PD model validation/47 - Evaluation of model performance Gini and KolmogorovSmirnov with comments.txt 126 Bytes
8 - Applying the PD Model for decision making/48 - Calculating probability of default for a single customer with comments.txt 126 Bytes
8 - Applying the PD Model for decision making/49 - Creating a scorecard with comments.txt 126 Bytes
8 - Applying the PD Model for decision making/50 - Calculating credit score with comments.txt 126 Bytes
8 - Applying the PD Model for decision making/51 - From credit score to PD with comments.txt 126 Bytes
8 - Applying the PD Model for decision making/52 - Setting cutoffs with comments.txt 126 Bytes