This repository provides an end-to-end credit risk framework for Indian MSME lending, utilizing a credit scorecard, macro stress testing, and shadow credit rating. It consists of three interconnected Jupyter Notebooks, each focusing on different aspects of the framework, built using Python, Google Colab, and various libraries.
From the README
Indian MSME Credit Risk Framework An Integrated Scorecard, Stress Testing, and Shadow Rating Project Author: Priti Dutta Tools: Python, Google Colab, scorecardpy, scikit-learn, pandas Dataset: UCI Default of Credit Card Clients (30,000 borrowers) --- Project Overview This project builds an end-to-end credit risk framework for a fictional Indian NBFC (Pradhan MSME Lending Institution) across three interconnected notebooks. Each notebook is a standalone deliverable that feeds into the next, demonstrating systems-level thinking across credit risk, model risk, and credit research functions. --- Notebooks 01Scorecard Builds a credit scorecard using Weight of Evidence (WoE), Information...
Skills
- Jupyter Notebook
