5. PD Model Data Preparation/25. Data preparation. Preprocessing continuous variables creating dummies (Part 2).srt 19.8 kB
4. General preprocessing/3. Preprocessing few continuous variables.srt 17.7 kB
5. PD Model Data Preparation/28. Data preparation. Preprocessing continuous variables creating dummies (Part 3).srt 17.3 kB
8. Applying the PD Model for decision making/2. Creating a scorecard.srt 17.2 kB
5. PD Model Data Preparation/18. Data preparation. Preprocessing discrete variables creating dummies (Part 2).srt 15.4 kB
9. PD model monitoring/3. Population stability index preprocessing.srt 15.1 kB
6. PD model estimation/5. Build a logistic regression model with p-values.srt 14.8 kB
7. PD model validation/3. Evaluation of model performance accuracy and area under the curve (AUC).srt 14.7 kB
9. PD model monitoring/4. Population stability index calculation and interpretation.srt 14.6 kB
7. PD model validation/5. Evaluation of model performance Gini and Kolmogorov-Smirnov.srt 13.8 kB
5. PD Model Data Preparation/15. Data preparation. Preprocessing discrete variables visualizing results.srt 13.2 kB
1. Introduction/8. Basel II approaches SA, F-IRB, and A-IRB.srt 12.9 kB
1. Introduction/10. Different facility types (asset classes) and credit risk modeling approaches.srt 12.2 kB
5. PD Model Data Preparation/9. Data preparation. Splitting data.srt 11.8 kB
8. Applying the PD Model for decision making/8. Setting cut-offs.srt 11.7 kB
5. PD Model Data Preparation/11. Data preparation. An example.srt 11.4 kB
6. PD model estimation/1. The PD model. Logistic regression with dummy variables.srt 10.8 kB
5. PD Model Data Preparation/23. Data preparation. Preprocessing continuous variables creating dummies (Part 1).srt 10.1 kB
5. PD Model Data Preparation/16. Data preparation. Preprocessing discrete variables creating dummies (Part 1).srt 9.8 kB
4. General preprocessing/6. Preprocessing few discrete variables.srt 9.1 kB
7. PD model validation/1. Out-of-sample validation (test).srt 9.0 kB
5. PD Model Data Preparation/5. Fine classing, weight of evidence, and coarse classing.srt 8.9 kB
10. LGD and EAD Models Preparing the data/1. LGD and EAD models independent variables..srt 8.5 kB
12. EAD model/1. EAD model estimation and interpretation.srt 8.2 kB
3. Dataset description/3. Dependent variables and independent variables.srt 8.2 kB
6. PD model estimation/7. Interpreting the coefficients in the PD model.srt 8.2 kB
1. Introduction/1. What does the course cover.srt 8.2 kB
5. PD Model Data Preparation/13. Data preparation. Preprocessing discrete variables automating calculations.srt 8.0 kB
10. LGD and EAD Models Preparing the data/5. LGD and EAD models distribution of recovery rates and credit conversion factors.srt 7.9 kB
8. Applying the PD Model for decision making/4. Calculating credit score.srt 7.7 kB
6. PD model estimation/3. Loading the data and selecting the features.srt 7.5 kB
5. PD Model Data Preparation/3. Dependent variable Good Bad (default) definition.srt 7.3 kB
10. LGD and EAD Models Preparing the data/3. LGD and EAD models dependent variables.srt 7.1 kB
9. PD model monitoring/1. PD model monitoring via assessing population stability.srt 7.0 kB
5. PD Model Data Preparation/7. Information value.srt 7.0 kB
11. LGD model/2. LGD model testing the model.srt 7.0 kB
2. Setting up the working environment/5. Jupyter Dashboard - Part 2.srt 6.8 kB
5. PD Model Data Preparation/21. Data preparation. Preprocessing continuous variables Automating calculations.srt 6.8 kB
2. Setting up the working environment/2. Why Python and why Jupyter.srt 6.6 kB
1. Introduction/2. What is credit risk and why is it important.srt 6.2 kB
11. LGD model/4. LGD model estimating the accuracy of the model.srt 6.1 kB
1. Introduction/6. Capital adequacy, regulations, and the Basel II accord.srt 5.9 kB
12. EAD model/3. EAD model validation.srt 5.8 kB
4. General preprocessing/1. Importing the data into Python.srt 5.7 kB
8. Applying the PD Model for decision making/1. Calculating probability of default for a single customer.srt 5.7 kB
5. PD Model Data Preparation/31. Data preparation. Preprocessing the test dataset.srt 5.6 kB
5. PD Model Data Preparation/1. How is the PD model going to look like.srt 5.4 kB
11. LGD model/6. LGD model stage 2 – linear regression.srt 5.4 kB
1. Introduction/4. Expected loss (EL) and its components PD, LGD and EAD.srt 5.4 kB
6. PD model estimation/4. PD model estimation.srt 5.0 kB
11. LGD model/8. LGD model stage 2 – linear regression evaluation.srt 4.7 kB
4. General preprocessing/8. Check for missing values and clean.srt 4.7 kB
2. Setting up the working environment/3. Installing Anaconda.srt 4.7 kB
11. LGD model/1. LGD model preparing the inputs.srt 4.5 kB
11. LGD model/10. LGD model combining stage 1 and stage 2.srt 4.3 kB
8. Applying the PD Model for decision making/6. From credit score to PD.srt 4.2 kB
11. LGD model/5. LGD model saving the model.srt 4.1 kB
3. Dataset description/1. Our example consumer loans. A first look at the dataset.srt 4.1 kB
2. Setting up the working environment/4. Jupyter Dashboard - Part 1.srt 3.3 kB
2. Setting up the working environment/6. Installing the sklearn package.srt 2.0 kB
5. PD Model Data Preparation/27. Data preparation. Preprocessing continuous variables creating dummies. Homework.html 1.9 kB
11. LGD model/12. Homework building an updated LGD model.html 1.5 kB
5. PD Model Data Preparation/30. Data preparation. Preprocessing continuous variables creating dummies. Homework.html 1.4 kB
2. Setting up the working environment/1. Setting up the environment - Do not skip, please!.srt 1.3 kB
5. PD Model Data Preparation/20. Data preparation. Preprocessing discrete variables. Homework..html 1.3 kB
13. Calculating expected loss/3. Homework calculate expected loss on more recent data.html 974 Bytes
8. Applying the PD Model for decision making/10. Setting cut-offs. Homework.html 957 Bytes
4. General preprocessing/5. Preprocessing few continuous variables Homework.html 919 Bytes
12. EAD model/5. Homework building an updated EAD model.html 875 Bytes
9. PD model monitoring/6. Homework building an updated PD model.html 820 Bytes
4. General preprocessing/10. Check for missing values and clean Homework.html 668 Bytes
13. Calculating expected loss/1.1 Calculating expected loss with comments.html 207 Bytes
13. Calculating expected loss/3.2 Calculating expected loss complete notebook with comments.html 207 Bytes
10. LGD and EAD Models Preparing the data/1.3 LGD and EAD models independent variables with comments.html 202 Bytes
10. LGD and EAD Models Preparing the data/3.2 LGD and EAD models dependent variables with comments.html 202 Bytes
10. LGD and EAD Models Preparing the data/5.2 LGD and EAD models distribution of recovery rates and credit conversion factors with comments.html 202 Bytes
11. LGD model/1.2 LGD model preparing the inputs with comments.html 202 Bytes
11. LGD model/10.2 LGD model combining stage 1 and stage 2 with comments.html 202 Bytes
11. LGD model/2.1 LGD model testing the model with comments.html 202 Bytes
11. LGD model/4.1 LGD model estimating the accuracy of the model with comments.html 202 Bytes
11. LGD model/5.1 LGD model saving the model with comments.html 202 Bytes
11. LGD model/6.2 LGD model stage 2 – linear regression with comments.html 202 Bytes
11. LGD model/8.1 LGD model stage 2 – linear regression evaluation with comments.html 202 Bytes
12. EAD model/1.1 EAD model estimation and interpretation with comments.html 202 Bytes
12. EAD model/3.1 EAD model validation with comments.html 202 Bytes
5. PD Model Data Preparation/18.1 Data preparation. Preprocessing discrete variables creating dummies (Part 2) with comments.html 189 Bytes
5. PD Model Data Preparation/20.1 Data preparation. Preprocessing discrete variables. Homework with comments.html 189 Bytes
5. PD Model Data Preparation/21.1 Data preparation. Preprocessing continuous variables Automating calculations with comments.html 189 Bytes
5. PD Model Data Preparation/23.2 Data preparation. Preprocessing continuous variables creating dummies (Part 1) with comments.html 189 Bytes
5. PD Model Data Preparation/25.2 Data preparation. Preprocessing continuous variables creating dummies (Part 2) with comments.html 189 Bytes
5. PD Model Data Preparation/27.2 Data preparation. Preprocessing continuous variables creating dummies. Homework with comments.html 189 Bytes
5. PD Model Data Preparation/28.2 Data preparation. Preprocessing continuous variables creating dummies (Part 3) with comments.html 189 Bytes
5. PD Model Data Preparation/30.1 Data preparation. Preprocessing continuous variables creating dummies. Homework with comments.html 189 Bytes
5. PD Model Data Preparation/31.1 Data preparation. Preprocessing the test dataset with comments.html 189 Bytes
3. Dataset description/1.3 Data preparation with comments.html 188 Bytes
4. General preprocessing/1.1 Importing the data into Python with comments.html 188 Bytes
4. General preprocessing/10.1 Check for missing values and clean the data Homework - Solution with comments.html 188 Bytes
4. General preprocessing/3.2 Preprocessing few continuous variables with comments.html 188 Bytes
4. General preprocessing/5.1 Preprocessing few continuous variables Homework - Solution with comments.html 188 Bytes
4. General preprocessing/6.1 Preprocessing few discrete variables with comments.html 188 Bytes
4. General preprocessing/8.2 Check for missing values and clean with comments.html 188 Bytes
5. PD Model Data Preparation/11.1 Data preparation. An example with comments.html 188 Bytes
5. PD Model Data Preparation/13.1 Data preparation. Preprocessing discrete variables automating calculations with comments.html 188 Bytes
5. PD Model Data Preparation/15.1 Data preparation. Preprocessing discrete variables visualizing results with comments.html 188 Bytes
5. PD Model Data Preparation/16.1 Data preparation. Preprocessing discrete variables creating dummies (Part 1) with comments.html 188 Bytes
5. PD Model Data Preparation/3.1 Dependent variable GoodBad with comments.html 188 Bytes
5. PD Model Data Preparation/9.2 Data preparation. Splitting data with comments.html 188 Bytes
6. PD model estimation/3.1 Loading the data and selecting the features with comments.html 187 Bytes
6. PD model estimation/4.1 PD model estimation with comments.html 187 Bytes
6. PD model estimation/5.1 Build a logistic regression model with p-values with comments.html 187 Bytes
7. PD model validation/1.2 Out-of-sample validation (test) with comments.html 187 Bytes
7. PD model validation/3.2 Evaluation of model performance accuracy and area under the curve (AUC) with comments.html 187 Bytes
7. PD model validation/5.2 Evaluation of model performance Gini and Kolmogorov-Smirnov with comments.html 187 Bytes
8. Applying the PD Model for decision making/1.1 Calculating probability of default for a single customer with comments.html 187 Bytes
8. Applying the PD Model for decision making/2.2 Creating a scorecard with comments.html 187 Bytes
8. Applying the PD Model for decision making/4.2 Calculating credit score with comments.html 187 Bytes
8. Applying the PD Model for decision making/6.2 From credit score to PD with comments.html 187 Bytes
8. Applying the PD Model for decision making/8.1 Setting cut-offs with comments.html 187 Bytes