DEEP CREDIT RISK
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From PRINCIPLES to PRICING

Principles of Data Learning

  • Deep Dive
  • Python/R 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
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Deep Credit Risk: Machine Learning with Python
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Deep Credit Risk: Machine Learning with R

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
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  • WELCOME
    • CONTENTS
    • START Python
    • START R
    • FEATURED
  • DATA & CODE
  • TRAINING
    • ZOOM MASTERCLASS >
      • PD SCHEDULE
    • IN HOUSE TRAINING
  • PAPERS
  • CONTACT
  • 中文