Credit Risk Modelling with Python
From Open Risk Manual
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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 |
