Willem PretoriusinPython in Plain EnglishData Science in Credit Risk: Compliant Economic Cycle and Downturn Identification for PDs and LGDs…Welcome back! In my previous posts (PART 1 & PART 2) I introduced the basic terminology & building blocks to credit risk management in…Aug 29, 2023Aug 29, 2023
Willem PretoriusAn Introduction to Credit Risk in Banking: BASEL, IFRS9, Pricing, Statistics, Machine Learning —…Welcome back! In my previous post (PART 1) I introduced the basic terminology & building blocks to credit risk management in banking. In…Mar 11, 20231Mar 11, 20231
Willem PretoriusAn Introduction to Credit Risk in Banking: BASEL, IFRS9, Pricing, Statistics, Machine Learning —…Hello, and welcome to my blog series! I have always wanted to share my thoughts and insights on credit risk in the banking industry. As a…Mar 6, 2023Mar 6, 2023