Filename | Size |
| 1. Introduction/1. What does the course cover.mp4 | 72.9 MB |
| 1. Introduction/1. What does the course cover.srt | 8 KB |
| 1. Introduction/10. Different facility types (asset classes) and credit risk modeling approaches.mp4 | 104.4 MB |
| 1. Introduction/10. Different facility types (asset classes) and credit risk modeling approaches.srt | 12 KB |
| 1. Introduction/11. Different facility types (asset classes) and credit risk modeling approaches.html | 141 B |
| 1. Introduction/2. What is credit risk and why is it important.mp4 | 58.2 MB |
| 1. Introduction/2. What is credit risk and why is it important.srt | 6.1 KB |
| 1. Introduction/3. What is credit risk and why is it important.html | 141 B |
| 1. Introduction/4. Expected loss (EL) and its components PD, LGD and EAD.mp4 | 47.9 MB |
| 1. Introduction/4. Expected loss (EL) and its components PD, LGD and EAD.srt | 5.2 KB |
| 1. Introduction/5. Expected loss (EL) and its components PD, LGD and EAD.html | 141 B |
| 1. Introduction/6. Capital adequacy, regulations, and the Basel II accord.mp4 | 51 MB |
| 1. Introduction/6. Capital adequacy, regulations, and the Basel II accord.srt | 5.8 KB |
| 1. Introduction/7. Capital adequacy, regulations, and the Basel II accord.html | 141 B |
| 1. Introduction/8. Basel II approaches SA, F-IRB, and A-IRB.mp4 | 102.4 MB |
| 1. Introduction/8. Basel II approaches SA, F-IRB, and A-IRB.srt | 12.6 KB |
| 1. Introduction/9. Basel II approaches SA, F-IRB, and A-IRB.html | 141 B |
| 10. LGD and EAD Models Preparing the data/1. LGD and EAD models independent variables..mp4 | 50 MB |
| 10. LGD and EAD Models Preparing the data/1. LGD and EAD models independent variables..srt | 8.3 KB |
| 10. LGD and EAD Models Preparing the data/1.1 LGD and EAD models independent variables with comments.html | 202 B |
| 10. LGD and EAD Models Preparing the data/1.2 LGD and EAD models independent variables..html | 180 B |
| 10. LGD and EAD Models Preparing the data/1.3 loan_data_2007_2014_preprocessed.csv.html | 144 B |
| 10. LGD and EAD Models Preparing the data/2. LGD and EAD models independent variables.html | 141 B |
| 10. LGD and EAD Models Preparing the data/3. LGD and EAD models dependent variables.mp4 | 40.3 MB |
| 10. LGD and EAD Models Preparing the data/3. LGD and EAD models dependent variables.srt | 6.9 KB |
| 10. LGD and EAD Models Preparing the data/3.1 LGD and EAD models dependent variables.html | 180 B |
| 10. LGD and EAD Models Preparing the data/3.2 LGD and EAD models dependent variables with comments.html | 202 B |
| 10. LGD and EAD Models Preparing the data/4. LGD and EAD models dependent variables.html | 141 B |
| 10. LGD and EAD Models Preparing the data/5. LGD and EAD models distribution of recovery rates and credit conversion factors.mp4 | 40 MB |
| 10. LGD and EAD Models Preparing the data/5. LGD and EAD models distribution of recovery rates and credit conversion factors.srt | 7.7 KB |
| 10. LGD and EAD Models Preparing the data/5.1 LGD and EAD models distribution of recovery rates and credit conversion factors with comments.html | 202 B |
| 10. LGD and EAD Models Preparing the data/5.2 LGD and EAD models distribution of recovery rates and credit conversion factors.html | 180 B |
| 10. LGD and EAD Models Preparing the data/6. LGD and EAD models distribution of recovery rates and credit conversion factors.html | 141 B |
| 11. LGD model/1. LGD model preparing the inputs.mp4 | 24.2 MB |
| 11. LGD model/1. LGD model preparing the inputs.srt | 4.4 KB |
| 11. LGD model/1.1 LGD model preparing the inputs with comments.html | 202 B |
| 11. LGD model/1.2 loan_data_2007_2014_preprocessed.csv.html | 144 B |
| 11. LGD model/1.3 LGD model preparing the inputs.html | 180 B |
| 11. LGD model/10. LGD model combining stage 1 and stage 2.mp4 | 24 MB |
| 11. LGD model/10. LGD model combining stage 1 and stage 2.srt | 4.2 KB |
| 11. LGD model/10.1 LGD model combining stage 1 and stage 2.html | 180 B |
| 11. LGD model/10.2 LGD model combining stage 1 and stage 2 with comments.html | 202 B |
| 11. LGD model/11. LGD model combining stage 1 and stage 2.html | 141 B |
| 11. LGD model/12. Homework building an updated LGD model.html | 1.4 KB |
| 11. LGD model/12.1 Dataset with new data (loan_data_2015.csv).html | 126 B |
| 11. LGD model/2. LGD model testing the model.mp4 | 42.7 MB |
| 11. LGD model/2. LGD model testing the model.srt | 6.8 KB |
| 11. LGD model/2.1 LGD model testing the model with comments.html | 202 B |
| 11. LGD model/2.2 LGD model testing the model.html | 180 B |
| 11. LGD model/3. LGD model testing the model.html | 141 B |
| 11. LGD model/4. LGD model estimating the accuracy of the model.mp4 | 34.8 MB |
| 11. LGD model/4. LGD model estimating the accuracy of the model.srt | 5.9 KB |
| 11. LGD model/4.1 LGD model estimating the accuracy of the model with comments.html | 202 B |
| 11. LGD model/4.2 LGD model estimating the accuracy of the model.html | 180 B |
| 11. LGD model/5. LGD model saving the model.mp4 | 23.8 MB |
| 11. LGD model/5. LGD model saving the model.srt | 4 KB |
| 11. LGD model/5.1 LGD model saving the model with comments.html | 202 B |
| 11. LGD model/5.2 LGD model saving the model.html | 180 B |
| 11. LGD model/6. LGD model stage 2 – linear regression.mp4 | 36.1 MB |
| 11. LGD model/6. LGD model stage 2 – linear regression.srt | 5.3 KB |
| 11. LGD model/6.1 LGD model stage 2 – linear regression.html | 180 B |
| 11. LGD model/6.2 LGD model stage 2 – linear regression with comments.html | 202 B |
| 11. LGD model/7. LGD model stage 2 – linear regression with comments.html | 141 B |
| 11. LGD model/8. LGD model stage 2 – linear regression evaluation.mp4 | 26.8 MB |
| 11. LGD model/8. LGD model stage 2 – linear regression evaluation.srt | 4.6 KB |
| 11. LGD model/8.1 LGD model stage 2 – linear regression evaluation.html | 180 B |
| 11. LGD model/8.2 LGD model stage 2 – linear regression evaluation with comments.html | 202 B |
| 11. LGD model/9. LGD model stage 2 – linear regression evaluation.html | 141 B |
| 12. EAD model/1. EAD model estimation and interpretation.mp4 | 48 MB |
| 12. EAD model/1. EAD model estimation and interpretation.srt | 8.1 KB |
| 12. EAD model/1.1 EAD model estimation and interpretation with comments.html | 202 B |
| 12. EAD model/1.2 EAD model estimation and interpretation.html | 180 B |
| 12. EAD model/2. EAD model estimation and interpretation.html | 141 B |
| 12. EAD model/3. EAD model validation.mp4 | 29.9 MB |
| 12. EAD model/3. EAD model validation.srt | 5.6 KB |
| 12. EAD model/3.1 EAD model validation.html | 180 B |
| 12. EAD model/3.2 EAD model validation with comments.html | 202 B |
| 12. EAD model/4. EAD model validation.html | 141 B |
| 12. EAD model/5. Homework building an updated EAD model.html | 875 B |
| 13. Calculating expected loss/1. Calculating expected loss.mp4 | 126.7 MB |
| 13. Calculating expected loss/1. Calculating expected loss.srt | 20.2 KB |
| 13. Calculating expected loss/1.1 Calculating expected loss with comments.html | 207 B |
| 13. Calculating expected loss/1.2 Calculating expected loss.html | 185 B |
| 13. Calculating expected loss/2. Calculating expected loss.html | 141 B |
| 13. Calculating expected loss/3. Homework calculate expected loss on more recent data.html | 974 B |
| 13. Calculating expected loss/3.1 Calculating expected loss complete notebook with comments.html | 207 B |
| 13. Calculating expected loss/3.2 Calculating expected loss complete notebook.html | 185 B |
| 13. Calculating expected loss/4. Completing 100%.html | 1.9 KB |
| 2. Setting up the working environment/1. Setting up the environment - Do not skip, please!.mp4 | 6 MB |
| 2. Setting up the working environment/1. Setting up the environment - Do not skip, please!.srt | 1.3 KB |
| 2. Setting up the working environment/2. Why Python and why Jupyter.mp4 | 29.2 MB |
| 2. Setting up the working environment/2. Why Python and why Jupyter.srt | 6.4 KB |
| 2. Setting up the working environment/3. Installing Anaconda.mp4 | 29.3 MB |