Credit portfolio studio: amortization cashflows : PD/LGD/EAD/EL, stress (rate/unemp/collateral), CECL (PV), covenants, pricing — Streamlit
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Updated
Aug 17, 2025 - Python
Credit portfolio studio: amortization cashflows : PD/LGD/EAD/EL, stress (rate/unemp/collateral), CECL (PV), covenants, pricing — Streamlit
Production-ready MSME Credit Risk Pipeline (V3.0). Solved critical data integrity issues (target/scaling) for 47% AUC lift (0.88). Model implements a hard-cutoff policy based on DPD/Utilization, ensuring portfolio PD drops below the 3.75% break-even threshold.
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