Credit risk is more than predicting default: building the full stack in Python (IFRS 9 ECL, scorecards, monitoring)
Most credit-risk tutorials stop at "train a classifier to predict default." That is maybe a fifth of what a real credit-risk function does, and not the interesting fifth. So I built the rest, on 1.35 million real loans, as three connected projects: an IFRS 9 expected credit loss engine (PD, LGD, EAD










