Credit Risk Modelling with Python

From Open Risk Manual

Credit Risk Modelling with Python

This manual entry aims to offer (in due course) a complete catalog of python packages that can be used for the purpose of Credit Risk Modelling. The packages are organized along two dimensions: risk model use (which typically implies the model type) and borrower/product type.

Use Case Retail Unsecured Retail Secured SME Unsecured SME Secured Corporate Unsecured Corporate Secured
Risk Acceptance
Risk Monitoring
Credit Portfolio Management
Regulatory Capital
IFRS 9 / CECL
Stress Testing



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