lgd-modeling

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Sigauke01ZA / LGD-Modeling-Engine

Machine learning pipeline to predict Loss Given Default (LGD). Features target leakage detection, Winsorization of bimodal data, and XGBoost regression.

data-science machine-learning xgboost model-validation risk-management credit-risk winsorization ifrs9 lgd-modeling

Updated Oct 26, 2026
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Mrinal-g / credit-risk-modeling

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End-to-end credit risk pipeline for PD, LGD, EAD, expected loss, IFRS 9-style staging, and stress testing on LendingClub loan data.

credit-risk ifrs9 expected-loss pd-modeling lgd-modeling ead-modeling

Updated Apr 13, 2026
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