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exposure-at-default

Here are 3 public repositories matching this topic...

Chengyueminga / MarkovCreditStress

Simulated credit rating migration and capital requirement analysis using Markov models under Basel III stress scenarios.

monte-carlo markov-chain risk-management credit-risk exposure-at-default

Updated Dec 8, 2025
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TayoOwolabi / Basel-Style-Credit-Risk-Analytics-Framework-PD-Modeling-Portfolio-Expected-Loss-Risk-Governance

irb random-forest logistic-regression model-calibration sensitivity-analysis challenger model-validation credit-risk back-testing credit-portfolio-management population-stability-index probability-of-default loss-given-default expected-loss model-governance exposure-at-default credit-policy

Updated Mar 8, 2026
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TayoOwolabi / Loan-Default-Simulation

loan-default-prediction irb120 probability-of-default loss-given-default expected-loss exposure-at-default

Updated Mar 5, 2026
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