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).

Developing a simple practical implementation of a credit risk model

Implements the Basel III credit risk framework (PD, LGD, EAD) using Logistic & Linear Regression on Lending Club loan data (2007–2014)

The AI Loan Analyst is a sophisticated Streamlit-based web application designed to automate and enhance the loan analysis process for financial institutions. It combines data science, machine learning, and financial modeling to provide a complete loan portfolio management solution.

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