Leotaby/Wholesale-Credit-Risk-Portfolio-Analytics — GitHub trending stats & insights

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Leotaby/Wholesale-Credit-Risk-Portfolio-Analytics

End-to-end wholesale credit risk portfolio analytics, PD/LGD/EAD modelling, rating migration, stress testing, OOT validation and SQL controls on a synthetic 2,500-obligor panel.

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1 contributors

MIT License

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I built a wholesale credit risk analytics project in Python, would appreciate some honest feedback

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