pd-lgd-ead

Here are 2 public repositories matching this topic...

Aurokrishnaa / credit-risk-intelligence-Auro

Credit portfolio studio: amortization cashflows : PD/LGD/EAD/EL, stress (rate/unemp/collateral), CECL (PV), covenants, pricing — Streamlit

python numpy pandas stress-testing quant matplotlib risk-management credit-risk quant-finance-models streamlit cecl ifrs-9 pd-lgd-ead risk-based-pricing

Updated Aug 17, 2025
Python

ShrishDhuria / IFRS9_ECL

Star

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.

python risk-modelling credit-risk vasicek ifrs9 expected-credit-loss pd-lgd-ead

Updated Jun 2, 2026
Python

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