Credit Risk Analytics Tutorials

This blog post has everything you need to learn about credit risk. We have put together tutorials for everyone, whether you are just beginner or want to become an expert in credit risk analysis.

  1. A Complete Guide to Credit Risk Modelling
  2. A Complete Guide to Stress Testing
  3. IFRS 9 : Step by Step Guide
  4. Datasets for Credit Risk Modeling
  5. Roll Rate Analysis
  6. Vintage Analysis
  7. Loan Amortisation Schedule using R and Python
  8. Weight of Evidence (WOE) and Information Value (IV) Explained
  9. Weight of Evidence and Information Value for Continuous Dependent Variable
  10. Gini, Cumulative Accuracy Profile, AUC
  11. 4 Ways to Calculate AUC
  12. Checking Model Performance
  13. Model Validation Techniques
  14. Model Monitoring Techniques
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