Production-ready PD scorecard model using WoE binning and logistic regression, including discrimination testing (AUC/KS), calibration, PSI stability monitoring, and risk-based decision policy under a Basel-aligned framework.
python irb stress-testing banking psi logistic-regression weight-of-evidence model-calibration scorecard model-validation basel credit-risk financial-modeling risk-modeling probability-of-default woe-binning
-
Updated
Mar 2, 2026 - Jupyter Notebook