Udemy - Credit Risk Modeling in Python 2020

Files:

• 1. What does the course cover.mp4 (72.9 MB)
• 1. What does the course cover.srt (8.0 KB)
• 10. Different facility types (asset classes) and credit risk modeling approaches.mp4 (104.5 MB)
• 10. Different facility types (asset classes) and credit risk modeling approaches.srt (12.0 KB)
• 11. Different facility types (asset classes) and credit risk modeling approaches.html (0.1 KB)
• 2. What is credit risk and why is it important.mp4 (58.2 MB)
• 2. What is credit risk and why is it important.srt (6.1 KB)
• 3. What is credit risk and why is it important.html (0.1 KB)
• 4. Expected loss (EL) and its components PD, LGD and EAD.mp4 (48.0 MB)
• 4. Expected loss (EL) and its components PD, LGD and EAD.srt (5.2 KB)
• 5. Expected loss (EL) and its components PD, LGD and EAD.html (0.1 KB)
• 6. Capital adequacy, regulations, and the Basel II accord.mp4 (51.0 MB)
• 6. Capital adequacy, regulations, and the Basel II accord.srt (5.8 KB)
• 7. Capital adequacy, regulations, and the Basel II accord.html (0.1 KB)
• 8. Basel II approaches SA, F-IRB, and A-IRB.mp4 (102.4 MB)
• 8. Basel II approaches SA, F-IRB, and A-IRB.srt (12.6 KB)
• 9. Basel II approaches SA, F-IRB, and A-IRB.html (0.1 KB)

• 1. LGD and EAD models independent variables..mp4 (50.0 MB)
• 1. LGD and EAD models independent variables..srt (8.3 KB)
• 1.1 loan_data_2007_2014_preprocessed.csv.html (0.1 KB)
• 1.2 LGD and EAD models independent variables..html (0.2 KB)
• 1.3 LGD and EAD models independent variables with comments.html (0.2 KB)
• 2. LGD and EAD models independent variables.html (0.1 KB)
• 3. LGD and EAD models dependent variables.mp4 (40.3 MB)
• 3. LGD and EAD models dependent variables.srt (6.9 KB)
• 3.1 LGD and EAD models dependent variables.html (0.2 KB)
• 3.2 LGD and EAD models dependent variables with comments.html (0.2 KB)
• 4. LGD and EAD models dependent variables.html (0.1 KB)
• 5. LGD and EAD models distribution of recovery rates and credit conversion factors.mp4 (40.1 MB)
• 5. LGD and EAD models distribution of recovery rates and credit conversion factors.srt (7.7 KB)
• 5.1 LGD and EAD models distribution of recovery rates and credit conversion factors.html (0.2 KB)
• 5.2 LGD and EAD models distribution of recovery rates and credit conversion factors with comments.html (0.2 KB)
• 6. LGD and EAD models distribution of recovery rates and credit conversion factors.html (0.1 KB)

• 1. LGD model preparing the inputs.mp4 (24.2 MB)
• 1. LGD model preparing the inputs.srt (4.4 KB)
• 1.1 loan_data_2007_2014_preprocessed.csv.html (0.1 KB)
• 1.2 LGD model preparing the inputs with comments.html (0.2 KB)
• 1.3 LGD model preparing the inputs.html (0.2 KB)
• 10. LGD model combining stage 1 and stage 2.mp4 (24.0 MB)
• 10. LGD model combining stage 1 and stage 2.srt (4.2 KB)
• 10.1 LGD model combining stage 1 and stage 2.html (0.2 KB)
• 10.2 LGD model combining stage 1 and stage 2 with comments.html (0.2 KB)
• 11. LGD model combining stage 1 and stage 2.html (0.1 KB)
• 12. Homework building an updated LGD model.html (1.4 KB)
• 12.1 Dataset with new data (loan_data_2015.csv).html (0.1 KB)
• 2. LGD model testing the model.mp4 (42.7 MB)
• 2. LGD model testing the model.srt (6.8 KB)
• 2.1 LGD model testing the model with comments.html (0.2 KB)
• 2.2 LGD model testing the model.html (0.2 KB)
• 3. LGD model testing the model.html (0.1 KB)
• 4. LGD model estimating the accuracy of the model.mp4 (34.8 MB)
• 4. LGD model estimating the accuracy of the model.srt (5.9 KB)
• 4.1 LGD model estimating the accuracy of the model with comments.html (0.2 KB)
• 4.2 LGD model estimating the accuracy of the model.html (0.2 KB)
• 5. LGD model saving the model.mp4 (23.8 MB)
• 5. LGD model saving the model.srt (4.0 KB)
• 5.1 LGD model saving the model with comments.html (0.2 KB)
• 5.2 LGD model saving the model.html (0.2 KB)
• 6. LGD model stage 2 – linear regression.mp4 (36.1 MB)
• 6. LGD model stage 2 – linear regression.srt (5.3 KB)
• 6.1 LGD model stage 2 – linear regression.html (0.2 KB)
• 6.2 LGD model stage 2 – linear regression with comments.html (0.2 KB)
• 7. LGD model stage 2 – linear regression with comments.html (0.1 KB)
• 8. LGD model stage 2 – linear regression evaluation.mp4 (26.8 MB)
• 8. LGD model stage 2 – linear regression evaluation.srt (4.6 KB)
• 8.1 LGD model stage 2 – linear regression evaluation with comments.html (0.2 KB)
• 8.2 LGD model stage 2 – linear regression evaluation.html (0.2 KB)
• 9. LGD model stage 2 – linear regression evaluation.html (0.1 KB)

• 1. EAD model estimation and interpretation.mp4 (48.0 MB)
• 1. EAD model estimation and interpretation.srt (8.1 KB)
• 1.1 EAD model estimation and interpretation with comments.html (0.2 KB)
• 1.2 EAD model estimation and interpretation.html (0.2 KB)
• 2. EAD model estimation and interpretation.html (0.1 KB)
• 3. EAD model validation.mp4 (29.9 MB)
• 3. EAD model validation.srt (5.6 KB)
• 3.1 EAD model validation with comments.html (0.2 KB)
• 3.2 EAD model validation.html (0.2 KB)
• 4. EAD model validation.html (0.1 KB)
• 5. Homework building an updated EAD model.html (0.9 KB)

• 1. Calculating expected loss.mp4 (126.7 MB)
• 1. Calculating expected loss.srt (20.2 KB)
• 1.1 Calculating expected loss with comments.html (0.2 KB)
• 1.2 Calculating expected loss.html (0.2 KB)
• 2. Calculating expected loss.html (0.1 KB)
• 3. Homework calculate expected loss on more recent data.html (1.0 KB)
• 3.1 Calculating expected loss complete notebook.html (0.2 KB)
• 3.2 Calculating expected loss complete notebook with comments.html (0.2 KB)

• 1. Setting up the environment - Do not skip, please!.mp4 (6.0 MB)
• 1. Setting up the environment - Do not skip, please!.srt (1.3 KB)
• 2. Why Python and why Jupyter.mp4 (29.2 MB)
• 2. Why Python and why Jupyter.srt (6.4 KB)
• 3. Installing Anaconda.mp4 (29.3 MB)
• 3. Installing Anaconda.srt (4.5 KB)
• 4. Jupyter Dashboard - Part 1.mp4 (11.6 MB)
• 4. Jupyter Dashboard - Part 1.srt (3.2 KB)
• 5. Jupyter Dashboard - Part 2.mp4 (23.9 MB)
• 5. Jupyter Dashboard - Part 2.srt (6.6 KB)
• 5.1 Shortcuts-for-Jupyter.pdf (619.2 KB)
• 6. Installing the sklearn package.mp4 (9.7 MB)
• 6. Installing the sklearn package.srt (1.9 KB)

• 1. Our example consumer loans. A first look at the dataset.mp4 (36.7 MB)
• 1. Our example consumer loans. A first look at the dataset.srt (4.0 KB)
• 1.1 LCDataDictionary.xlsx (19.6 KB)
• 1.2 Data Preparation.html (0.2 KB)
• 1.3 Data preparation with comments.html (0.2 KB)
• 1.4 Dataset for the course.html (0.1 KB)
• 2. Our example consumer loans. A first look at the dataset.html (0.1 KB)
• 3. Dependent variables and independent variables.mp4 (65.9 MB)
• 3. Dependent variables and independent variables.srt (8.0 KB)
• 3.1 Dataset for the course.html (0.1 KB)
• 4. Dependent variables and independent variables.html (0.1 KB)

• 1. Importing the data into Python.mp4 (32.9 MB)
• 1. Importing the data into Python.srt (5.6 KB)
• 1.1 Importing the data into Python with comments.html (0.2 KB)
• 1.2 Importing the data into Python.html (0.2 KB)
• 10. Check for missing values and clean Homework.html (0.7 KB)
• 10.1 Check for missing values and clean the data Homework - Solution with comments.html (0.2 KB)
• 10.2 Check for missing values and clean the data Homework - Solution.html (0.2 KB)
• 2. Importing the data into Python.html (0.1 KB)
• 3. Preprocessing few continuous variables.mp4 (83.7 MB)
• 3. Preprocessing few continuous variables.srt (17.3 KB)
• 3.1 Preprocessing few continuous variables.html (0.2 KB)
• 3.2 Preprocessing few continuous variables with comments.html (0.2 KB)
• 4. Preprocessing few continuous variables.html (0.1 KB)
• 5. Preprocessing few continuous variables Homework.html (0.9 KB)
• 5.1 Preprocessing few continuous variables Homework - Solution with comments.html (0.2 KB)
• 5.2 Preprocessing few continuous variables Homework - Solution.html (0.2 KB)
• 6. Preprocessing few discrete variables.mp4 (46.3 MB)
• 6. Preprocessing few discrete variables.srt (8.9 KB)
• 6.1 Preprocessing few discrete variables with comments.html (0.2 KB)
• 6.2 Preprocessing few discrete variables.html (0.2 KB)
• 7. Preprocessing few discrete variables.html (0.1 KB)
• 8. Check for missing values and clean.mp4 (25.1 MB)
• 8. Check for missing values and clean.srt (4.6 KB)
• 8.1 Check for missing values and clean.html (0.2 KB)
• 8.2 Check for missing values and clean with comments.html (0.2 KB)
• 9. Check for missing values and clean.html (0.1 KB)

• 1. How is the PD model going to look like.mp4 (37.6 MB)
• 1. How is the PD model going to look like.srt (5.3 KB)
• 10. Data preparation. Splitting data.html (0.1 KB)
• 11. Data preparation. An example.mp4 (49.9 MB)
• 11. Data preparation. An example.srt (11.1 KB)
• 11.1 Data preparation. An example with comments.html (0.2 KB)
• 11.2 Data preparation. An example.html (0.2 KB)
• 12. Data preparation. An example.html (0.1 KB)
• 13. Data preparation. Preprocessing discrete variables automating calculations.mp4 (43.7 MB)
• 13. Data preparation. Preprocessing discrete variables automating calculations.srt (7.8 KB)
• 13.1 Data preparation. Preprocessing discrete variables automating calculations with comments.html (0.2 KB)
• 13.2 Data preparation. Preprocessing discrete variables automating calculations.html (0.2 KB)
• 14. Data preparation. Preprocessing discrete variables automating calculations.html (0.1 KB)
• 15. Data preparation. Preprocessing discrete variables visualizing results.mp4 (66.4 MB)
• 15. Data preparation. Preprocessing discrete variables visualizing results.srt (12.9 KB)
• 15.1 Data preparation. Preprocessing discrete variables visualizing results with comments.html (0.2 KB)
• 15.2 Data preparation. Preprocessing discrete variables visualizing results.html (0.2 KB)
• 16. Data preparation. Preprocessing discrete variables creating dummies (Part 1).mp4 (49.7 MB)
• 16. Data preparation. Preprocessing discrete variables creating dummies (Part 1).srt (9.5 KB)
• 16.1 Data preparation. Preprocessing discrete variables creating dummies (Part 1) with comments.html (0.2 KB)
• 16.2 Data preparation. Preprocessing discrete variables creating dummies (Part 1).html (0.2 KB)
• 17. Data preparation. Preprocessing discrete variables creating dummies (Part 1).html (0.1 KB)
• 18. Data preparation. Preprocessing discrete variables creating dummies (Part 2).mp4 (93.3 MB)
• 18. Data preparation. Preprocessing discrete variables creating dummies (Part 2).srt (15.1 KB)
• 18.1 Data preparation. Preprocessing discrete variables creating dummies (Part 2) with comments.html (0.2 KB)
• 18.2 Data preparation. Preprocessing discrete variables creating dummies (Part 2).html (0.2 KB)
• 19. Data preparation. Preprocessing discrete variables creating dummies (Part 2).html (0.1 KB)
• 2. How is the PD model going to look like.html (0.1 KB)
• 20. Data preparation. Preprocessing discrete variables. Homework..html (1.2 KB)
• 20.1 Data preparation. Preprocessing discrete variables. Homework with comments.html (0.2 KB)
• 20.2 Data preparation. Preprocessing discrete variables Homework - Soluton.html (0.2 KB)
• 21. Data preparation. Preprocessing continuous variables Automating calculations.mp4 (45.1 MB)
• 21. Data preparation. Preprocessing continuous variables Automating calculations.srt (6.6 KB)
• 21.1 Data preparation. Preprocessing continuous variables Automating calculations with comments.html (0.2 KB)
• 21.2 Data preparation. Preprocessing continuous variables Automating calculations.html (0.2 KB)
• 22. Data preparation. Preprocessing continuous variables Automating calculations.html (0.1 KB)
• 23. Data preparation. Preprocessing continuous variables creating dummies (Part 1).mp4 (44.0 MB)
• 23. Data preparation. Preprocessing continuous variables creating dummies (Part 1).srt (9.8 KB)
• 23.1 Data preparation. Preprocessing continuous variables creating dummies (Part 1).html (0.2 KB)
• 23.2 Data preparation. Preprocessing continuous variables creating dummies (Part 1) with comments.html (0.2 KB)
• 24. Data preparation. Preprocessing continuous variables creating dummies (Part 1).html (0.1 KB)
• 25. Data preparation. Preprocessing continuous variables creating dummies (Part 2).mp4 (111.8 MB)
• 25. Data preparation. Preprocessing continuous variables creating dummies (Part 2).srt (19.4 KB)
• 25.1 Data preparation. Preprocessing continuous variables creating dummies (Part 2).html (0.2 KB)
• 25.2 Data preparation. Preprocessing continuous variables creating dummies (Part 2) with comments.html (0.2 KB)
• 26. Data preparation. Preprocessing continuous variables creating dummies (Part 2).html (0.1 KB)
• 27. Data preparation. Preprocessing continuous variables creating dummies. Homework.html (1.9 KB)
• 27.1 Data preparation. Preprocessing continuous variables creating dummies. Homework.html (0.2 KB)
• 27.2 Data preparation. Preprocessing continuous variables creating dummies. Homework with comments.html (0.2 KB)
• 28. Data preparation. Preprocessing continuous variables creating dummies (Part 3).mp4 (101.0 MB)
• 28. Data preparation. Preprocessing continuous variables creating dummies (Part 3).srt (16.9 KB)
• 28.1 Data preparation. Preprocessing continuous variables creating dummies (Part 3).html (0.2 KB)
• 28.2 Data preparation. Preprocessing continuous variables creating dummies (Part 3) with comments.html (0.2 KB)
• 29. Data preparation. Preprocessing continuous variables creating dummies (Part 3).html (0.1 KB)
• 3. Dependent variable Good Bad (default) definition.mp4 (39.0 MB)
• 3. Dependent variable Good Bad (default) definition.srt (7.1 KB)
• 3.1 Dependent variable GoodBad with comments.html (0.2 KB)
• 3.2 Dependent variable GoodBad.html (0.2 KB)
• 30. Data preparation. Preprocessing continuous variables creating dummies. Homework.html (1.4 KB)
• 30.1 Data preparation. Preprocessing continuous variables creating dummies. Homework with comments.html (0.2 KB)
• 30.2 Data preparation. Preprocessing continuous variables creating dummies Homework - Solution.html (0.2 KB)
• 31. Data preparation. Preprocessing the test dataset.mp4 (30.0 MB)
• 31. Data preparation. Preprocessing the test dataset.srt (5.5 KB)
• 31.1 Data preparation. Preprocessing the test dataset with comments.html (0.2 KB)
• 31.2 Data preparation. Preprocessing the test dataset.html (0.2 KB)
• 32. PD model data preparation notebooks.html (0.1 KB)
• 32.1 PD model data preparation with comments.html (0.2 KB)
• 32.2 PD model data preparation.html (0.2 KB)
• 4. Dependent variable Good Bad (default) definition.html (0.1 KB)
• 5. Fine classing, weight of evidence, and coarse classing.mp4 (55.3 MB)
• 5. Fine classing, weight of evidence, and coarse classing.srt (8.7 KB)
• 6. Fine classing, weight of evidence, and coarse classing.html (0.1 KB)
• 7. Information value.mp4 (44.7 MB)
• 7. Information value.srt (6.9 KB)
• 8. Information value.html (0.1 KB)
• 9. Data preparation. Splitting data.mp4 (59.4 MB)
• 9. Data preparation. Splitting data.srt (11.5 KB)
• 9.1 Data preparation. Splitting data.html (0.2 KB)
• 9.2 Data preparation. Splitting data with comments.html (0.2 KB)

• 1. The PD model. Logistic regression with dummy variables.mp4 (60.5 MB)
• 1. The PD model. Logistic regression with dummy variables.srt (10.6 KB)
• 2. The PD model. Logistic regression with dummy variables.html (0.1 KB)
• 3. Loading the data and selecting the features.mp4 (43.3 MB)
• 3. Loading the data and selecting the features.srt (7.4 KB)
• 3.1 Loading the data and selecting the features with comments.html (0.2 KB)
• 3.2 Loading the data and selecting the features.html (0.2 KB)
• 4. PD model estimation.mp4 (24.9 MB)
• 4. PD model estimation.srt (4.9 KB)
• 4.1 PD model estimation with comments.html (0.2 KB)
• 4.2 PD model estimation.html (0.2 KB)
• 5. Build a logistic regression model with p-values.mp4 (102.5 MB)
• 5. Build a logistic regression model with p-values.srt (14.5 KB)
• 5.1 Build a logistic regression model with p-values with comments.html (0.2 KB)
• 5.2 Build a logistic regression model with p-values.html (0.2 KB)
• 6. Build a logistic regression model with p-values.html (0.1 KB)
• 7. Interpreting the coefficients in the PD model.mp4 (35.2 MB)
• 7. Interpreting the coefficients in the PD model.srt (8.0 KB)
• 8. Interpreting the coefficients in the PD model.html (0.1 KB)

• 1. Out-of-sample validation (test).mp4 (52.4 MB)
• 1. Out-of-sample validation (test).srt (8.8 KB)
• 1.1 Out-of-sample validation (test).html (0.2 KB)
• 1.2 Out-of-sample validation (test) with comments.html (0.2 KB)
• 2. Out-of-sample validation (test).html (0.1 KB)
• 3. Evaluation of model performance accuracy and area under the curve (AUC).mp4 (75.9 MB)
• 3. Evaluation of model performance accuracy and area under the curve (AUC).srt (14.4 KB)
• 3.1 Evaluation of model performance accuracy and area under the curve (AUC).html (0.2 KB)
• 3.2 Evaluation of model performance accuracy and area under the curve (AUC) with comments.html (0.2 KB)
• 4. Evaluation of model performance accuracy and area under the curve (AUC).html (0.1 KB)
• 5. Evaluation of model performance Gini and Kolmogorov-Smirnov.mp4 (69.9 MB)
• 5. Evaluation of model performance Gini and Kolmogorov-Smirnov.srt (13.5 KB)
• 5.1 Evaluation of model performance Gini and Kolmogorov-Smirnov.html (0.2 KB)
• 5.2 Evaluation of model performance Gini and Kolmogorov-Smirnov with comments.html (0.2 KB)
• 6. Evaluation of model performance Gini and Kolmogorov-Smirnov.html (0.1 KB)

• 1. Calculating probability of default for a single customer.mp4 (39.7 MB)
• 1. Calculating probability of default for a single customer.srt (5.5 KB)
• 1.1 Calculating probability of default for a single customer with comments.html (0.2 KB)
• 1.2 Calculating probability of default for a single customer.html (0.2 KB)
• 10. Setting cut-offs. Homework.html (0.9 KB)
• 11. PD model logistic regression notebooks.html (0.1 KB)
• 11.1 PD model complete.html (0.2 KB)
• 11.2 PD model complete with comments.html (0.2 KB)
• 2. Creating a scorecard.mp4 (97.4 MB)
• 2. Creating a scorecard.srt (16.8 KB)
• 2.1 Creating a scorecard.html (0.2 KB)
• 2.2 Creating a scorecard with comments.html (0.2 KB)
• 3. Creating a scorecard.html (0.1 KB)
• 4. Calculating credit score.mp4 (41.2 MB)
• 4. Calculating credit score.srt (7.5 KB)
• 4.1 Calculating credit score.html (0.2 KB)
• 4.2 Calculating credit score with comments.html (0.2 KB)
• 5. Calculating credit score.html (0.1 KB)
• 6. From credit score to PD.mp4 (23.2 MB)
• 6. From credit score to PD.srt (4.1 KB)
• 6.1 From credit score to PD.html (0.2 KB)
• 6.2 From credit score to PD with comments.html (0.2 KB)
• 7. From credit score to PD.html (0.1 KB)
• 8. Setting cut-offs.mp4 (76.0 MB)
• 8. Setting cut-offs.srt (11.4 KB)
• 8.1 Setting cut-offs with comments.html (0.2 KB)
• 8.2 Setting cut-offs.html (0.2 KB)
• 9. Setting cut-offs.html (0.1 KB)

• 1. PD model monitoring via assessing population stability.mp4 (39.0 MB)
• 1. PD model monitoring via assessing population stability.srt (6.9 KB)
• 2. PD model monitoring via assessing population stability.html (0.1 KB)
• 3. Population stability index preprocessing.mp4 (105.3 MB)
• 3. Population stability index preprocessing.srt (14.8 KB)
• 4. Population stability index calculation and interpretation.mp4 (91.6 MB)
• 4. Population stability index calculation and interpretation.srt (14.3 KB)
• 4.1 Monitoring with comments.html (0.2 KB)
• 4.2 Monitoring.html (0.2 KB)
• 5. Population stability index calculation and interpretation.html (0.1 KB)
• 6. Homework building an updated PD model.html (0.8 KB)
• 6.1 Dataset with new data (loan_data_2015.csv).html (0.1 KB)

• [FreeCourseWorld.Com].url (0.1 KB)