This repository shows how to implement credit risk modelling with Python according to Basel regulatories. Includes all steps from real life examples.
In pd_model since the dataset have been used wrong, roc and auc curves are incorrect. It will be fixed soon.
Datasets: https://drive.google.com/drive/folders/1DaupY9PG8PE24lSpoAgbPKm2EUOjH0Zx?usp=sharing
Konuyla ilgili Türkçe anlatım: https://www.linkedin.com/pulse/basel-d%C3%BCzenlemelerine-uygun-olarak-kredi-risk-analizi-regaip-kurt/