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1. pd_cohort_modelpd_cohort_modelPublic

   End-to-End IFRS 9 PD Model development by Cohort Model.

   Jupyter Notebook 1

2. lgd_advance_workout_modellgd_advance_workout_modelPublic

   End-to-End IFRS 9 LGD Model development by Advance Workout Model.

   Jupyter Notebook 2

3. ml_scoring_modelml_scoring_modelPublic

   To modernize traditional scoring model using machine learning.

   Jupyter Notebook 1

4. nmd_modelnmd_modelPublic

   A complete guide of Non-Maturity Deposit model (NMD Models).

   Jupyter Notebook 1

5. ifrs9ifrs9Public

   The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those three parameters as well as staging criteria.

   Jupyter Notebook 126 50

6. creditriskcreditriskPublic

   This repository contained the scope of credit risk and credit scoring model.

   Jupyter Notebook 8 4