CREDIT RISK APPLICATION SCORECARD | DATA SCIENCE & CREDIT RISK

Data Preparation - MENTOS
Scorecards - Application & Behavioral
Loss Modelling - Vintage & Flow rate
Basel TTC PD - Logistic Regression & Decision Tree
PD with and without cure
Basel ASRF (Vasicek) approach
Basel LGD - Tobit, Beta & Fractional Logit Regression
LGD for secured and unsecured loans
Basel EAD - Fixed Horizon, Variable Horizon & Cohort Approach
EAD for credit cards (CCF) and term loans
Basel RWA calculations
IFRS - 9 Staging criteria
IFRS - 9 Calculating PIT PD using Z score approach and calibration techniques
IFRS - 9 Lifetime PD using Binomial & Credit deterioration approach
IFRS - 9 Calculating PIT LGD using Jacob Frye approach
IFRS - 9 Calculating PIT CCF for defaulted and non defaulted loans
IFRS 9 - Prepayment Modelling for EAD
CECL - Discrete time hazard, Open Pool method, WARM Model, Vintage analysis
Actuarial credit risk models - Survival analysis, Age Period Cohort
IFRS - 9 Wholesale models - Transition Matrix (Duration & Cohort Approach)
IFRS - 9 Wholesale model validation
Handling Low Default Portfolios using Bayesian & Pluto Tasche Approach
Stress Testing - Regression & Time Series concepts
Stress Testing - CCAR & PPNR models
Stress Testing - Model Validation including 9 quarter back testing
Model Validation - Discriminatory Power
Model Validation - Calibration Accuracy
Model Validation - Model Stability
Model Validation - SR 7-11
Model Validation - Margin of Conservatism
Pricing Loans using RAROC concept
Corporate credit models - Merton (KMV), Credit Plus, Credit Metrics, Credit Portfolio View
Machine Learning - Supervised, Unsupervised Learning
Advanced Econometrics - Bayesian Regression, Kalman Regression , Regime Switching Regression

[@riemannderakhshan1037]

Well done! You did a great job. I wish your lectures would be in english which non-indian community would use them.

[@avinashkiran]

Few videos I watched is really fantastic. Very clear explanation, detailed, can follow every word and good connectivity in the content. Good Jod Dear

[@yigitburak4975]

Teşekkürler

[@damiano4804]

Hi, do you foresee to produce contents in English as well in the future?

[@juyjuyy]

Where can I get full source code and excel file in this video? Hope you can help me

[@tichaonamutomba2830]

I kindly ask for the slides you use in your tutorials

[@nigamshreyansh]

Sir, how can I enroll for the credit risk bootcamp?

[@VIZA_9507]

I want to learn full scorecard will you help me

[@anandk8667]

Hi how can I join credit risk boot camp

[@shyamrathod6149]

Kindly Share the PPT Sir....