0. Websites you may like/[CourseClub.Me].url
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0. Websites you may like/[DesireCourse.Net].url
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1. Introduction/1. What does the course cover.mp4
72.92MB
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1. Introduction/1. What does the course cover.srt
7.98KB
1. Introduction/10. Different facility types (asset classes) and credit risk modeling approaches.mp4
104.45MB
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1. Introduction/10. Different facility types (asset classes) and credit risk modeling approaches.srt
11.96KB
1. Introduction/11. Different facility types (asset classes) and credit risk modeling approaches.html
141B
1. Introduction/2. What is credit risk and why is it important.mp4
58.17MB
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1. Introduction/2. What is credit risk and why is it important.srt
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1. Introduction/3. What is credit risk and why is it important.html
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1. Introduction/4. Expected loss (EL) and its components PD, LGD and EAD.mp4
47.95MB
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1. Introduction/4. Expected loss (EL) and its components PD, LGD and EAD.srt
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1. Introduction/5. Expected loss (EL) and its components PD, LGD and EAD.html
141B
1. Introduction/6. Capital adequacy, regulations, and the Basel II accord.mp4
51.03MB
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1. Introduction/6. Capital adequacy, regulations, and the Basel II accord.srt
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1. Introduction/7. Capital adequacy, regulations, and the Basel II accord.html
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1. Introduction/8. Basel II approaches SA, F-IRB, and A-IRB.mp4
102.44MB
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1. Introduction/8. Basel II approaches SA, F-IRB, and A-IRB.srt
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1. Introduction/9. Basel II approaches SA, F-IRB, and A-IRB.html
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1. Introduction/[CourseClub.Me].url
48B
1. Introduction/[DesireCourse.Net].url
51B
10. LGD and EAD Models Preparing the data/1. LGD and EAD models independent variables..mp4
50.03MB
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10. LGD and EAD Models Preparing the data/1. LGD and EAD models independent variables..srt
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10. LGD and EAD Models Preparing the data/1.1 LGD and EAD models independent variables with comments.html
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10. LGD and EAD Models Preparing the data/1.2 LGD and EAD models independent variables..html
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10. LGD and EAD Models Preparing the data/1.3 loan_data_2007_2014_preprocessed.csv.html
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10. LGD and EAD Models Preparing the data/2. LGD and EAD models independent variables.html
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10. LGD and EAD Models Preparing the data/3. LGD and EAD models dependent variables.mp4
40.31MB
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10. LGD and EAD Models Preparing the data/3. LGD and EAD models dependent variables.srt
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10. LGD and EAD Models Preparing the data/3.1 LGD and EAD models dependent variables.html
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10. LGD and EAD Models Preparing the data/3.2 LGD and EAD models dependent variables with comments.html
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10. LGD and EAD Models Preparing the data/4. LGD and EAD models dependent variables.html
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10. LGD and EAD Models Preparing the data/5. LGD and EAD models distribution of recovery rates and credit conversion factors.mp4
40.04MB
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10. LGD and EAD Models Preparing the data/5. LGD and EAD models distribution of recovery rates and credit conversion factors.srt
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10. LGD and EAD Models Preparing the data/5.1 LGD and EAD models distribution of recovery rates and credit conversion factors with comments.html
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10. LGD and EAD Models Preparing the data/5.2 LGD and EAD models distribution of recovery rates and credit conversion factors.html
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10. LGD and EAD Models Preparing the data/6. LGD and EAD models distribution of recovery rates and credit conversion factors.html
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11. LGD model/1. LGD model preparing the inputs.mp4
24.24MB
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11. LGD model/1. LGD model preparing the inputs.srt
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11. LGD model/1.1 LGD model preparing the inputs with comments.html
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11. LGD model/1.2 loan_data_2007_2014_preprocessed.csv.html
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11. LGD model/1.3 LGD model preparing the inputs.html
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11. LGD model/10. LGD model combining stage 1 and stage 2.mp4
23.97MB
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11. LGD model/10. LGD model combining stage 1 and stage 2.srt
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11. LGD model/10.1 LGD model combining stage 1 and stage 2.html
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11. LGD model/10.2 LGD model combining stage 1 and stage 2 with comments.html
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11. LGD model/11. LGD model combining stage 1 and stage 2.html
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11. LGD model/12. Homework building an updated LGD model.html
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11. LGD model/12.1 Dataset with new data (loan_data_2015.csv).html
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11. LGD model/2. LGD model testing the model.mp4
42.67MB
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11. LGD model/2. LGD model testing the model.srt
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11. LGD model/2.1 LGD model testing the model with comments.html
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11. LGD model/2.2 LGD model testing the model.html
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11. LGD model/3. LGD model testing the model.html
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11. LGD model/4. LGD model estimating the accuracy of the model.mp4
34.84MB
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11. LGD model/4. LGD model estimating the accuracy of the model.srt
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11. LGD model/4.1 LGD model estimating the accuracy of the model with comments.html
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11. LGD model/4.2 LGD model estimating the accuracy of the model.html
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11. LGD model/5. LGD model saving the model.mp4
23.83MB
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11. LGD model/5. LGD model saving the model.srt
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11. LGD model/5.1 LGD model saving the model with comments.html
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11. LGD model/5.2 LGD model saving the model.html
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11. LGD model/6. LGD model stage 2 – linear regression.mp4
36.06MB
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11. LGD model/6. LGD model stage 2 – linear regression.srt
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11. LGD model/6.1 LGD model stage 2 – linear regression.html
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11. LGD model/6.2 LGD model stage 2 – linear regression with comments.html
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11. LGD model/7. LGD model stage 2 – linear regression with comments.html
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11. LGD model/8. LGD model stage 2 – linear regression evaluation.mp4
26.8MB
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4.56KB
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180B
11. LGD model/8.2 LGD model stage 2 – linear regression evaluation with comments.html
202B
11. LGD model/9. LGD model stage 2 – linear regression evaluation.html
141B
12. EAD model/1. EAD model estimation and interpretation.mp4
48.01MB
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12. EAD model/1. EAD model estimation and interpretation.srt
8.06KB
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202B
12. EAD model/1.2 EAD model estimation and interpretation.html
180B
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141B
12. EAD model/3. EAD model validation.mp4
29.89MB
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5.65KB
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180B
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202B
12. EAD model/4. EAD model validation.html
141B
12. EAD model/5. Homework building an updated EAD model.html
875B
12. EAD model/[CourseClub.Me].url
48B
12. EAD model/[DesireCourse.Net].url
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13. Calculating expected loss/1. Calculating expected loss.mp4
126.7MB
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20.2KB
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207B
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185B
13. Calculating expected loss/2. Calculating expected loss.html
141B
13. Calculating expected loss/3. Homework calculate expected loss on more recent data.html
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13. Calculating expected loss/3.1 Calculating expected loss complete notebook with comments.html
207B
13. Calculating expected loss/3.2 Calculating expected loss complete notebook.html
185B
13. Calculating expected loss/4. Completing 100%.html
1.88KB
2. Setting up the working environment/1. Setting up the environment - Do not skip, please!.mp4
5.99MB
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2. Setting up the working environment/2. Why Python and why Jupyter.mp4
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2. Setting up the working environment/4. Jupyter Dashboard - Part 1.mp4
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629.17KB
2. Setting up the working environment/6. Installing the sklearn package.mp4
9.65MB
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1.92KB
3. Dataset description/1. Our example consumer loans. A first look at the dataset.mp4
36.7MB
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3.99KB
3. Dataset description/1.1 LCDataDictionary.xlsx
19.6KB
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188B
3. Dataset description/1.3 Data Preparation.html
166B
3. Dataset description/1.4 Dataset for the course.html
131B
3. Dataset description/2. Our example consumer loans. A first look at the dataset.html
141B
3. Dataset description/3. Dependent variables and independent variables.mp4
65.88MB
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8.02KB
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141B
4. General preprocessing/1. Importing the data into Python.mp4
32.86MB
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4. General preprocessing/10. Check for missing values and clean Homework.html
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4. General preprocessing/3. Preprocessing few continuous variables.mp4
83.7MB
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4. General preprocessing/6. Preprocessing few discrete variables.mp4
46.3MB
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166B
4. General preprocessing/7. Preprocessing few discrete variables.html
141B
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5. PD Model Data Preparation/7. Information value.mp4
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5. PD Model Data Preparation/9. Data preparation. Splitting data.mp4
59.38MB
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11.54KB
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6. PD model estimation/1. The PD model. Logistic regression with dummy variables.mp4
60.51MB
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10.55KB
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6. PD model estimation/3. Loading the data and selecting the features.mp4
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7.36KB
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6. PD model estimation/4. PD model estimation.mp4
24.92MB
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6. PD model estimation/4. PD model estimation.srt
4.93KB
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6. PD model estimation/5. Build a logistic regression model with p-values.mp4
102.45MB
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14.49KB
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6. PD model estimation/7. Interpreting the coefficients in the PD model.mp4
35.23MB
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7.99KB
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7. PD model validation/1. Out-of-sample validation (test).mp4
52.43MB
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8.79KB
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7. PD model validation/3. Evaluation of model performance accuracy and area under the curve (AUC).mp4
75.9MB
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187B
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7. PD model validation/5. Evaluation of model performance Gini and Kolmogorov-Smirnov.mp4
69.86MB
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13.46KB
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187B
7. PD model validation/5.2 Evaluation of model performance Gini and Kolmogorov-Smirnov.html
165B
7. PD model validation/6. Evaluation of model performance Gini and Kolmogorov-Smirnov.html
141B
7. PD model validation/[CourseClub.Me].url
48B
7. PD model validation/[DesireCourse.Net].url
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8. Applying the PD Model for decision making/1. Calculating probability of default for a single customer.mp4
39.75MB
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5.55KB
8. Applying the PD Model for decision making/1.1 Calculating probability of default for a single customer with comments.html
187B
8. Applying the PD Model for decision making/1.2 Calculating probability of default for a single customer.html
165B
8. Applying the PD Model for decision making/10. Setting cut-offs. Homework.html
957B
8. Applying the PD Model for decision making/11. PD model logistic regression notebooks.html
73B
8. Applying the PD Model for decision making/11.1 PD model complete with comments.html
177B
8. Applying the PD Model for decision making/11.2 PD model complete.html
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8. Applying the PD Model for decision making/2. Creating a scorecard.mp4
97.45MB
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16.75KB
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8. Applying the PD Model for decision making/4. Calculating credit score.mp4
41.14MB
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7.54KB
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8. Applying the PD Model for decision making/6. From credit score to PD.mp4
23.2MB
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4.14KB
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8. Applying the PD Model for decision making/8. Setting cut-offs.mp4
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11.41KB
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8. Applying the PD Model for decision making/9. Setting cut-offs.html
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9. PD model monitoring/1. PD model monitoring via assessing population stability.mp4
39.03MB
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9. PD model monitoring/1. PD model monitoring via assessing population stability.srt
6.85KB
9. PD model monitoring/2. PD model monitoring via assessing population stability.html
141B
9. PD model monitoring/3. Population stability index preprocessing.mp4
105.25MB
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9. PD model monitoring/3. Population stability index preprocessing.srt
14.75KB
9. PD model monitoring/4. Population stability index calculation and interpretation.mp4
91.64MB
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9. PD model monitoring/4. Population stability index calculation and interpretation.srt
14.26KB
9. PD model monitoring/4.1 Monitoring.html
155B
9. PD model monitoring/4.2 Monitoring with comments.html
177B
9. PD model monitoring/5. Population stability index calculation and interpretation.html
141B
9. PD model monitoring/6. Homework building an updated PD model.html
820B
9. PD model monitoring/6.1 Dataset with new data (loan_data_2015.csv).html
126B
[DesireCourse.Net].url
51B