/0. Websites you may like/
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[CourseClub.Me].url
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0.0 KB
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[DesireCourse.Net].url
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0.1 KB
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[FreeCourseWorld.Com].url
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0.1 KB
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/1. Introduction/
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1. What does the course cover.mp4
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76.5 MB
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1. What does the course cover.srt
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8.2 KB
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10. Different facility types (asset classes) and credit risk modeling approaches.mp4
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109.5 MB
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10. Different facility types (asset classes) and credit risk modeling approaches.srt
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12.2 KB
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11. Different facility types (asset classes) and credit risk modeling approaches.html
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0.1 KB
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2. What is credit risk and why is it important.mp4
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61.0 MB
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2. What is credit risk and why is it important.srt
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6.2 KB
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3. What is credit risk and why is it important.html
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0.1 KB
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4. Expected loss (EL) and its components PD, LGD and EAD.mp4
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50.3 MB
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4. Expected loss (EL) and its components PD, LGD and EAD.srt
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5.4 KB
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5. Expected loss (EL) and its components PD, LGD and EAD.html
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0.1 KB
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6. Capital adequacy, regulations, and the Basel II accord.mp4
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53.5 MB
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6. Capital adequacy, regulations, and the Basel II accord.srt
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5.9 KB
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7. Capital adequacy, regulations, and the Basel II accord.html
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0.1 KB
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8. Basel II approaches SA, F-IRB, and A-IRB.mp4
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107.4 MB
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8. Basel II approaches SA, F-IRB, and A-IRB.srt
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12.9 KB
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9. Basel II approaches SA, F-IRB, and A-IRB.html
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0.1 KB
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/10. LGD and EAD Models Preparing the data/
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1. LGD and EAD models independent variables..mp4
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52.5 MB
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1. LGD and EAD models independent variables..srt
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8.5 KB
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1.1 loan_data_2007_2014_preprocessed.csv.html
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0.1 KB
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1.2 LGD and EAD models independent variables..html
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0.2 KB
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1.3 LGD and EAD models independent variables with comments.html
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0.2 KB
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2. LGD and EAD models independent variables.html
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0.1 KB
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3. LGD and EAD models dependent variables.mp4
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42.3 MB
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3. LGD and EAD models dependent variables.srt
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7.1 KB
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3.1 LGD and EAD models dependent variables.html
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0.2 KB
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3.2 LGD and EAD models dependent variables with comments.html
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0.2 KB
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4. LGD and EAD models dependent variables.html
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0.1 KB
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5. LGD and EAD models distribution of recovery rates and credit conversion factors.mp4
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42.0 MB
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5. LGD and EAD models distribution of recovery rates and credit conversion factors.srt
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7.9 KB
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5.1 LGD and EAD models distribution of recovery rates and credit conversion factors.html
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0.2 KB
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5.2 LGD and EAD models distribution of recovery rates and credit conversion factors with comments.html
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0.2 KB
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6. LGD and EAD models distribution of recovery rates and credit conversion factors.html
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0.1 KB
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/11. LGD model/
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1. LGD model preparing the inputs.mp4
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25.4 MB
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1. LGD model preparing the inputs.srt
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4.5 KB
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1.1 loan_data_2007_2014_preprocessed.csv.html
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0.1 KB
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1.2 LGD model preparing the inputs with comments.html
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0.2 KB
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1.3 LGD model preparing the inputs.html
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0.2 KB
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10. LGD model combining stage 1 and stage 2.mp4
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25.1 MB
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10. LGD model combining stage 1 and stage 2.srt
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4.3 KB
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10.1 LGD model combining stage 1 and stage 2.html
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0.2 KB
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10.2 LGD model combining stage 1 and stage 2 with comments.html
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0.2 KB
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11. LGD model combining stage 1 and stage 2.html
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0.1 KB
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12. Homework building an updated LGD model.html
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1.5 KB
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12.1 Dataset with new data (loan_data_2015.csv).html
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0.1 KB
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2. LGD model testing the model.mp4
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44.7 MB
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2. LGD model testing the model.srt
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7.0 KB
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2.1 LGD model testing the model with comments.html
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0.2 KB
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2.2 LGD model testing the model.html
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0.2 KB
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3. LGD model testing the model.html
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0.1 KB
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4. LGD model estimating the accuracy of the model.mp4
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36.5 MB
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4. LGD model estimating the accuracy of the model.srt
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6.1 KB
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4.1 LGD model estimating the accuracy of the model with comments.html
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0.2 KB
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4.2 LGD model estimating the accuracy of the model.html
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0.2 KB
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5. LGD model saving the model.mp4
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25.0 MB
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5. LGD model saving the model.srt
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4.1 KB
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5.1 LGD model saving the model with comments.html
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0.2 KB
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5.2 LGD model saving the model.html
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0.2 KB
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6. LGD model stage 2 – linear regression.mp4
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37.8 MB
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6. LGD model stage 2 – linear regression.srt
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5.4 KB
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6.1 LGD model stage 2 – linear regression.html
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0.2 KB
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6.2 LGD model stage 2 – linear regression with comments.html
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0.2 KB
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7. LGD model stage 2 – linear regression with comments.html
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0.1 KB
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8. LGD model stage 2 – linear regression evaluation.mp4
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28.1 MB
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8. LGD model stage 2 – linear regression evaluation.srt
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4.7 KB
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8.1 LGD model stage 2 – linear regression evaluation with comments.html
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0.2 KB
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8.2 LGD model stage 2 – linear regression evaluation.html
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0.2 KB
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9. LGD model stage 2 – linear regression evaluation.html
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0.1 KB
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/12. EAD model/
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1. EAD model estimation and interpretation.mp4
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50.4 MB
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1. EAD model estimation and interpretation.srt
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8.2 KB
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1.1 EAD model estimation and interpretation with comments.html
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0.2 KB
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1.2 EAD model estimation and interpretation.html
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0.2 KB
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2. EAD model estimation and interpretation.html
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0.1 KB
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3. EAD model validation.mp4
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31.4 MB
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3. EAD model validation.srt
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5.8 KB
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3.1 EAD model validation with comments.html
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0.2 KB
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3.2 EAD model validation.html
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0.2 KB
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4. EAD model validation.html
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0.1 KB
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5. Homework building an updated EAD model.html
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0.9 KB
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/13. Calculating expected loss/
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1. Calculating expected loss.mp4
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132.9 MB
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1. Calculating expected loss.srt
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20.7 KB
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1.1 Calculating expected loss with comments.html
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0.2 KB
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1.2 Calculating expected loss.html
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0.2 KB
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2. Calculating expected loss.html
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0.1 KB
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3. Homework calculate expected loss on more recent data.html
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1.0 KB
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3.1 Calculating expected loss complete notebook.html
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0.2 KB
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3.2 Calculating expected loss complete notebook with comments.html
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0.2 KB
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/2. Setting up the working environment/
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1. Setting up the environment - Do not skip, please!.mp4
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6.3 MB
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1. Setting up the environment - Do not skip, please!.srt
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1.3 KB
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2. Why Python and why Jupyter.mp4
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30.7 MB
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2. Why Python and why Jupyter.srt
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6.6 KB
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3. Installing Anaconda.mp4
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30.7 MB
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3. Installing Anaconda.srt
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4.7 KB
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4. Jupyter Dashboard - Part 1.mp4
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12.1 MB
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4. Jupyter Dashboard - Part 1.srt
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3.3 KB
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5. Jupyter Dashboard - Part 2.mp4
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25.1 MB
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5. Jupyter Dashboard - Part 2.srt
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6.8 KB
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5.1 Shortcuts-for-Jupyter.pdf
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634.0 KB
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6. Installing the sklearn package.mp4
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10.1 MB
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6. Installing the sklearn package.srt
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2.0 KB
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/3. Dataset description/
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1. Our example consumer loans. A first look at the dataset.mp4
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38.5 MB
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1. Our example consumer loans. A first look at the dataset.srt
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4.1 KB
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1.1 LCDataDictionary.xlsx
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20.1 KB
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1.2 Data Preparation.html
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0.2 KB
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1.3 Data preparation with comments.html
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0.2 KB
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1.4 Dataset for the course.html
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0.1 KB
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2. Our example consumer loans. A first look at the dataset.html
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0.1 KB
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3. Dependent variables and independent variables.mp4
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69.1 MB
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3. Dependent variables and independent variables.srt
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8.2 KB
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3.1 Dataset for the course.html
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0.1 KB
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4. Dependent variables and independent variables.html
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0.1 KB
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/4. General preprocessing/
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1. Importing the data into Python.mp4
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34.5 MB
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1. Importing the data into Python.srt
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5.7 KB
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1.1 Importing the data into Python with comments.html
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0.2 KB
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1.2 Importing the data into Python.html
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0.2 KB
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10. Check for missing values and clean Homework.html
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0.7 KB
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10.1 Check for missing values and clean the data Homework - Solution with comments.html
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0.2 KB
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10.2 Check for missing values and clean the data Homework - Solution.html
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0.2 KB
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2. Importing the data into Python.html
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0.1 KB
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3. Preprocessing few continuous variables.mp4
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87.8 MB
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3. Preprocessing few continuous variables.srt
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17.7 KB
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3.1 Preprocessing few continuous variables.html
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0.2 KB
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3.2 Preprocessing few continuous variables with comments.html
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0.2 KB
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4. Preprocessing few continuous variables.html
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0.1 KB
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5. Preprocessing few continuous variables Homework.html
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0.9 KB
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5.1 Preprocessing few continuous variables Homework - Solution with comments.html
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0.2 KB
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5.2 Preprocessing few continuous variables Homework - Solution.html
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0.2 KB
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6. Preprocessing few discrete variables.mp4
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48.5 MB
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6. Preprocessing few discrete variables.srt
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9.1 KB
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6.1 Preprocessing few discrete variables with comments.html
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0.2 KB
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6.2 Preprocessing few discrete variables.html
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0.2 KB
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7. Preprocessing few discrete variables.html
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0.1 KB
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8. Check for missing values and clean.mp4
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26.3 MB
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8. Check for missing values and clean.srt
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4.7 KB
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8.1 Check for missing values and clean.html
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0.2 KB
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8.2 Check for missing values and clean with comments.html
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0.2 KB
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9. Check for missing values and clean.html
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0.1 KB
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/5. PD Model Data Preparation/
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1. How is the PD model going to look like.mp4
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39.4 MB
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1. How is the PD model going to look like.srt
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5.4 KB
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10. Data preparation. Splitting data.html
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0.1 KB
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11. Data preparation. An example.mp4
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52.3 MB
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11. Data preparation. An example.srt
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11.4 KB
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11.1 Data preparation. An example with comments.html
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0.2 KB
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11.2 Data preparation. An example.html
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0.2 KB
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12. Data preparation. An example.html
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0.1 KB
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13. Data preparation. Preprocessing discrete variables automating calculations.mp4
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45.9 MB
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13. Data preparation. Preprocessing discrete variables automating calculations.srt
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8.0 KB
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13.1 Data preparation. Preprocessing discrete variables automating calculations with comments.html
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0.2 KB
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13.2 Data preparation. Preprocessing discrete variables automating calculations.html
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0.2 KB
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14. Data preparation. Preprocessing discrete variables automating calculations.html
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0.1 KB
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15. Data preparation. Preprocessing discrete variables visualizing results.mp4
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69.6 MB
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15. Data preparation. Preprocessing discrete variables visualizing results.srt
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13.2 KB
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15.1 Data preparation. Preprocessing discrete variables visualizing results with comments.html
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0.2 KB
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15.2 Data preparation. Preprocessing discrete variables visualizing results.html
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0.2 KB
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16. Data preparation. Preprocessing discrete variables creating dummies (Part 1).mp4
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52.1 MB
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16. Data preparation. Preprocessing discrete variables creating dummies (Part 1).srt
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9.8 KB
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16.1 Data preparation. Preprocessing discrete variables creating dummies (Part 1) with comments.html
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0.2 KB
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16.2 Data preparation. Preprocessing discrete variables creating dummies (Part 1).html
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0.2 KB
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17. Data preparation. Preprocessing discrete variables creating dummies (Part 1).html
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0.1 KB
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18. Data preparation. Preprocessing discrete variables creating dummies (Part 2).mp4
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97.8 MB
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18. Data preparation. Preprocessing discrete variables creating dummies (Part 2).srt
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15.4 KB
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18.1 Data preparation. Preprocessing discrete variables creating dummies (Part 2) with comments.html
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0.2 KB
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18.2 Data preparation. Preprocessing discrete variables creating dummies (Part 2).html
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0.2 KB
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19. Data preparation. Preprocessing discrete variables creating dummies (Part 2).html
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0.1 KB
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2. How is the PD model going to look like.html
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0.1 KB
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20. Data preparation. Preprocessing discrete variables. Homework..html
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1.3 KB
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20.1 Data preparation. Preprocessing discrete variables. Homework with comments.html
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0.2 KB
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20.2 Data preparation. Preprocessing discrete variables Homework - Soluton.html
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0.2 KB
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21. Data preparation. Preprocessing continuous variables Automating calculations.mp4
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47.3 MB
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21. Data preparation. Preprocessing continuous variables Automating calculations.srt
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6.8 KB
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21.1 Data preparation. Preprocessing continuous variables Automating calculations with comments.html
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0.2 KB
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21.2 Data preparation. Preprocessing continuous variables Automating calculations.html
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0.2 KB
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22. Data preparation. Preprocessing continuous variables Automating calculations.html
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0.1 KB
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23. Data preparation. Preprocessing continuous variables creating dummies (Part 1).mp4
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46.2 MB
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23. Data preparation. Preprocessing continuous variables creating dummies (Part 1).srt
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10.1 KB
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23.1 Data preparation. Preprocessing continuous variables creating dummies (Part 1).html
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0.2 KB
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23.2 Data preparation. Preprocessing continuous variables creating dummies (Part 1) with comments.html
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0.2 KB
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24. Data preparation. Preprocessing continuous variables creating dummies (Part 1).html
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0.1 KB
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25. Data preparation. Preprocessing continuous variables creating dummies (Part 2).mp4
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117.2 MB
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25. Data preparation. Preprocessing continuous variables creating dummies (Part 2).srt
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19.8 KB
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25.1 Data preparation. Preprocessing continuous variables creating dummies (Part 2).html
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0.2 KB
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25.2 Data preparation. Preprocessing continuous variables creating dummies (Part 2) with comments.html
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0.2 KB
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26. Data preparation. Preprocessing continuous variables creating dummies (Part 2).html
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0.1 KB
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27. Data preparation. Preprocessing continuous variables creating dummies. Homework.html
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1.9 KB
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27.1 Data preparation. Preprocessing continuous variables creating dummies. Homework.html
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0.2 KB
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27.2 Data preparation. Preprocessing continuous variables creating dummies. Homework with comments.html
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0.2 KB
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28. Data preparation. Preprocessing continuous variables creating dummies (Part 3).mp4
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105.9 MB
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28. Data preparation. Preprocessing continuous variables creating dummies (Part 3).srt
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17.3 KB
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28.1 Data preparation. Preprocessing continuous variables creating dummies (Part 3).html
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0.2 KB
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28.2 Data preparation. Preprocessing continuous variables creating dummies (Part 3) with comments.html
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0.2 KB
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29. Data preparation. Preprocessing continuous variables creating dummies (Part 3).html
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0.1 KB
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3. Dependent variable Good Bad (default) definition.mp4
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40.9 MB
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3. Dependent variable Good Bad (default) definition.srt
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7.3 KB
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3.1 Dependent variable GoodBad with comments.html
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0.2 KB
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3.2 Dependent variable GoodBad.html
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0.2 KB
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30. Data preparation. Preprocessing continuous variables creating dummies. Homework.html
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1.4 KB
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30.1 Data preparation. Preprocessing continuous variables creating dummies. Homework with comments.html
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0.2 KB
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30.2 Data preparation. Preprocessing continuous variables creating dummies Homework - Solution.html
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0.2 KB
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31. Data preparation. Preprocessing the test dataset.mp4
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31.4 MB
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31. Data preparation. Preprocessing the test dataset.srt
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5.6 KB
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31.1 Data preparation. Preprocessing the test dataset with comments.html
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0.2 KB
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31.2 Data preparation. Preprocessing the test dataset.html
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0.2 KB
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32. PD model data preparation notebooks.html
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0.1 KB
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32.1 PD model data preparation with comments.html
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0.2 KB
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32.2 PD model data preparation.html
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0.2 KB
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4. Dependent variable Good Bad (default) definition.html
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0.1 KB
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5. Fine classing, weight of evidence, and coarse classing.mp4
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58.0 MB
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5. Fine classing, weight of evidence, and coarse classing.srt
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8.9 KB
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6. Fine classing, weight of evidence, and coarse classing.html
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0.1 KB
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7. Information value.mp4
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46.9 MB
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7. Information value.srt
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7.0 KB
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8. Information value.html
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0.1 KB
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9. Data preparation. Splitting data.mp4
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62.3 MB
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9. Data preparation. Splitting data.srt
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11.8 KB
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9.1 Data preparation. Splitting data.html
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0.2 KB
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9.2 Data preparation. Splitting data with comments.html
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0.2 KB
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/6. PD model estimation/
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1. The PD model. Logistic regression with dummy variables.mp4
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63.5 MB
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1. The PD model. Logistic regression with dummy variables.srt
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10.8 KB
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2. The PD model. Logistic regression with dummy variables.html
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0.1 KB
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3. Loading the data and selecting the features.mp4
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45.4 MB
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3. Loading the data and selecting the features.srt
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7.5 KB
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3.1 Loading the data and selecting the features with comments.html
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0.2 KB
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3.2 Loading the data and selecting the features.html
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0.2 KB
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4. PD model estimation.mp4
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26.1 MB
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4. PD model estimation.srt
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5.0 KB
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4.1 PD model estimation with comments.html
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0.2 KB
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4.2 PD model estimation.html
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0.2 KB
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5. Build a logistic regression model with p-values.mp4
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107.4 MB
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5. Build a logistic regression model with p-values.srt
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14.8 KB
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5.1 Build a logistic regression model with p-values with comments.html
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0.2 KB
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5.2 Build a logistic regression model with p-values.html
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0.2 KB
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6. Build a logistic regression model with p-values.html
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0.1 KB
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7. Interpreting the coefficients in the PD model.mp4
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37.0 MB
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7. Interpreting the coefficients in the PD model.srt
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8.2 KB
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8. Interpreting the coefficients in the PD model.html
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0.1 KB
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/7. PD model validation/
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1. Out-of-sample validation (test).mp4
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55.0 MB
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1. Out-of-sample validation (test).srt
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9.0 KB
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1.1 Out-of-sample validation (test).html
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0.2 KB
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1.2 Out-of-sample validation (test) with comments.html
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0.2 KB
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2. Out-of-sample validation (test).html
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0.1 KB
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3. Evaluation of model performance accuracy and area under the curve (AUC).mp4
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79.6 MB
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3. Evaluation of model performance accuracy and area under the curve (AUC).srt
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14.7 KB
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3.1 Evaluation of model performance accuracy and area under the curve (AUC).html
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0.2 KB
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3.2 Evaluation of model performance accuracy and area under the curve (AUC) with comments.html
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0.2 KB
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4. Evaluation of model performance accuracy and area under the curve (AUC).html
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0.1 KB
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5. Evaluation of model performance Gini and Kolmogorov-Smirnov.mp4
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73.3 MB
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5. Evaluation of model performance Gini and Kolmogorov-Smirnov.srt
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13.8 KB
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5.1 Evaluation of model performance Gini and Kolmogorov-Smirnov.html
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0.2 KB
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5.2 Evaluation of model performance Gini and Kolmogorov-Smirnov with comments.html
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0.2 KB
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6. Evaluation of model performance Gini and Kolmogorov-Smirnov.html
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0.1 KB
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/8. Applying the PD Model for decision making/
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1. Calculating probability of default for a single customer.mp4
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41.7 MB
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1. Calculating probability of default for a single customer.srt
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5.7 KB
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1.1 Calculating probability of default for a single customer with comments.html
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0.2 KB
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1.2 Calculating probability of default for a single customer.html
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0.2 KB
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10. Setting cut-offs. Homework.html
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1.0 KB
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11. PD model logistic regression notebooks.html
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0.1 KB
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11.1 PD model complete.html
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0.2 KB
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11.2 PD model complete with comments.html
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0.2 KB
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2. Creating a scorecard.mp4
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102.2 MB
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2. Creating a scorecard.srt
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17.2 KB
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2.1 Creating a scorecard.html
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0.2 KB
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2.2 Creating a scorecard with comments.html
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0.2 KB
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3. Creating a scorecard.html
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0.1 KB
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4. Calculating credit score.mp4
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43.2 MB
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4. Calculating credit score.srt
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7.7 KB
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4.1 Calculating credit score.html
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0.2 KB
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4.2 Calculating credit score with comments.html
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0.2 KB
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5. Calculating credit score.html
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0.1 KB
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6. From credit score to PD.mp4
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24.3 MB
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6. From credit score to PD.srt
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4.2 KB
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6.1 From credit score to PD.html
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0.2 KB
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6.2 From credit score to PD with comments.html
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0.2 KB
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7. From credit score to PD.html
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0.1 KB
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8. Setting cut-offs.mp4
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79.7 MB
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8. Setting cut-offs.srt
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11.7 KB
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8.1 Setting cut-offs with comments.html
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0.2 KB
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8.2 Setting cut-offs.html
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0.2 KB
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9. Setting cut-offs.html
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0.1 KB
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/9. PD model monitoring/
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1. PD model monitoring via assessing population stability.mp4
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40.9 MB
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1. PD model monitoring via assessing population stability.srt
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7.0 KB
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2. PD model monitoring via assessing population stability.html
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0.1 KB
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3. Population stability index preprocessing.mp4
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110.4 MB
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3. Population stability index preprocessing.srt
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15.1 KB
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4. Population stability index calculation and interpretation.mp4
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96.1 MB
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4. Population stability index calculation and interpretation.srt
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14.6 KB
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4.1 Monitoring with comments.html
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0.2 KB
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4.2 Monitoring.html
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0.2 KB
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5. Population stability index calculation and interpretation.html
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0.1 KB
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6. Homework building an updated PD model.html
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0.8 KB
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6.1 Dataset with new data (loan_data_2015.csv).html
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0.1 KB
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/
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[CourseClub.Me].url
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0.0 KB
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[DesireCourse.Net].url
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0.1 KB
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[FreeCourseWorld.Com].url
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0.1 KB
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Total files 296
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