Credit risk modelling in r

  • What is the risk model method?

    A risk model is a mathematical representation of a system, commonly incorporating probability distributions.
    Models use relevant historical data as well as “expert elicitation” from people versed in the topic at hand to understand the probability of a risk event occurring and its potential severity..

  • This model considers risks for an entity to come from the following risk categories: Client Risk has two risk factors, called indicators: Client Type, and Industry (or Occupation) Type.
    Products and Services Risk has the risk indicator: Product (or Service) Type.

Is logistic regression still used in credit risk modeling?

Logistic regression is still a widely used method in credit risk modeling.
In this chapter, you will learn how to apply logistic regression models on credit data in R.
In this chapter, you'll learn how you can evaluate and compare the results obtained through several credit risk models.
Lore is a data scientist with expertise in applied finance.

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What is creditmodel?

creditmodel is a free and open source automated modeling R package designed to help model developers improve model development efficiency and enable many people with no back- ground in data science to complete the modeling work in a short time.
Let them focus more on the problem itself and allocate more time to decision-making.


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