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
  

Deep Credit Risk: Machine Learning with Python

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
  

Samples

Get Python Edition

Get R Edition

Past Editions

STart Python

Start R