Thursday 3:30 PM–5:00 PM in Central Park East 6501a (6th fl)

Loan Default Modeling in Python: An Introductory Guide

Lore Dirick

Audience level:
Novice

Description

With the most recent financial crisis and the introduction of compliance guidelines such as Basel II and III, building good loan default models has become more important than ever. This hands-on introductory tutorial will walk you through several methods to model loan default, using a real credit data set.

Abstract

This tutorial will take a structured approach to analyze credit risk data:

Subscribe to Receive PyData Updates

Subscribe