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loss-given-default

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kcg2015 / Loss_Given_Default_Prediction_Models

Regression Models for predicting Loss Given Default (LGD) by accounting for the limits of the LGD variable, typically 0% to 100%. In a default scenario, The models predict the expected loss for a loan, where the response variable (LGD) is bounded by total recovery (0) and total loss (1).

regression-models latent-variable-models maximum-likelihood-estimation loss credit-risk truncated-distribution tobit-regression censored-regression loss-given-default

Updated Oct 7, 2025
Jupyter Notebook

arnobotha / TruEnd-Procedure

R-codebase for a scientific research article, titled "The TruEnd-procedure: Treating trailing zero-valued balances in credit data"

survival-analysis optimisation decision-analysis credit-risk-modelling data-errors loss-given-default

Updated Jul 19, 2025
R

bt-koch / acrm

Developing a simple practical implementation of a credit risk model

shiny credit-risk loss-given-default

Updated Apr 12, 2024
R

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