Bank-style Credit Risk Scorecard using Logistic Regression, IFRS-9 Expected Credit Loss, and an Interactive Streamlit Risk Dashboard for loan default prediction.

R-codebase for a scientific research article, titled "Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis"

Practitioner-grade IFRS 9 expected-credit-loss engine: PD term structures, three-stage SICR waterfall, EBA macro overlays and a Vasicek/ASRF point-in-time PD. Parallel Python + Excel with a methodology deck.

End-to-End IFRS 9 LGD Model development by Advance Workout Model.

Streamlit app that computes per-loan Expected Loss, Lifetime ECL, and Risk Rating from EAD/PD/LGD/WAL Excel portfolios

This model estimates the 12-month Probability of Default (PD) for prime residential mortgage customers in the United Kingdom, aligned with the IFRS 9 impairment framework and calibrated to an adverse macroeconomic scenario. Version 1 (v1) is developed using gradient-boosted decision trees (GBDT)

End-to-End IFRS 9 PD Model development by Cohort Model.

Interactive WOE (Weight of Evidence) and IV (Information Value) binning web tool for credit risk scoring, segmentation, and transparent scorecard development.

Distributed regression evaluation engine built with FastAPI, Celery and Redis for large-scale macroeconomic model validation and statistical analysis.

Anonymised Power Query (M) and SQL logic used for Completeness & Accuracy testing in G-SIB financial audits.

End-to-end PD/LGD/EAD credit risk platform reflecting industry-standard model development workflows across Canadian financial institutions and credit unions. Built to OSFI E-23 / IFRS 9 standards.

IFRS 9 SICR model Mortgages

Flask dashboard for IFRS 9 credit risk analysis of BTC-collateralised loans, ECL calculator (4 approaches) + live crypto market monitor.

End-to-end credit risk and fraud risk modeling: PD, LGD, scorecards, IFRS 9 ECL, transaction fraud, and fraud ring detection.

SQL & Python project for Internal Audit testing of capital, liquidity and IFRS 9 controls in a simulated banking environment.

International Intelligent Accounting Assistant

Autonomous AI agent for IFRS 9 credit risk analysis using Google Gemini and BigQuery

End-to-End IFRS 9 PD Model development by Empirical Migration Matrix and Credit Cycle Index Models.

End-to-end IFRS 9 Expected Credit Loss model on 1.18M LendingClub loans — PD/LGD/EAD, staging, forward-looking macro overlay, self-verifying dossier.