From PRINCIPLES to PRICING

Principles of Data Learning

• Deep Dive
  
• Python Literacy
  
• Risk-Based Learning
  
• Machine Learning
  

Data Processing and Validation

• Outcome Engineering
• Feature Engineering
• Feature Selection
• Validation

Default, Payoff, LGD and EAD Modeling

• Default Modeling
• Payoff Modeling
• LGD Modeling
• Exposure Modeling
  

Deep Credit Risk: Machine Learning with Python

Machine Learning for  PD and LGD Forecasting

• Standalone Techniques
• Neural Networks and Deep Learning
• Ensemble Techniques
• Machine Learning for LGD
  

Synthesis: Lifetime Modeling, IFRS 9/CECL, Loan Pricing and Credit Portfolio Risk

• Multi-period Modeling
  
• Expected Credit Losses
  
• Unexpected Credit Losses
  
• Outlook
  

Examples

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