Bank-style Credit Risk Scorecard using Logistic Regression, IFRS-9 Expected Credit Loss, and an Interactive Streamlit Risk Dashboard for loan default prediction.

R-codebase for a scientific research article, titled "Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis"

Practitioner-grade IFRS 9 expected-credit-loss engine: PD term structures, three-stage SICR waterfall, EBA macro overlays and a Vasicek/ASRF point-in-time PD. Parallel Python + Excel with a methodology deck.

End-to-End IFRS 9 LGD Model development by Advance Workout Model.

Streamlit app that computes per-loan Expected Loss, Lifetime ECL, and Risk Rating from EAD/PD/LGD/WAL Excel portfolios

This model estimates the 12-month Probability of Default (PD) for prime residential mortgage customers in the United Kingdom, aligned with the IFRS 9 impairment framework and calibrated to an adverse macroeconomic scenario. Version 1 (v1) is developed using gradient-boosted decision trees (GBDT)

End-to-End IFRS 9 PD Model development by Empirical Migration Matrix and Credit Cycle Index Models.

End-to-End IFRS 9 PD Model development by Cohort Model.

Flask dashboard for IFRS 9 credit risk analysis of BTC-collateralised loans, ECL calculator (4 approaches) + live crypto market monitor.

Anonymised Power Query (M) and SQL logic used for Completeness & Accuracy testing in G-SIB financial audits.

End-to-end PD/LGD/EAD credit risk platform reflecting industry-standard model development workflows across Canadian financial institutions and credit unions. Built to OSFI E-23 / IFRS 9 standards.

Modelo de PD/LGD/EAD para provisionamento IFRS 9. Estima perda esperada e estágio de risco por cliente com staging automático.

Interactive WOE (Weight of Evidence) and IV (Information Value) binning web tool for credit risk scoring, segmentation, and transparent scorecard development.

IFRS 9 SICR model Mortgages

Distributed regression evaluation engine built with FastAPI, Celery and Redis for large-scale macroeconomic model validation and statistical analysis.

International Intelligent Accounting Assistant

Autonomous AI agent for IFRS 9 credit risk analysis using Google Gemini and BigQuery

IFRS 9 Expected Credit Loss model on a 10,000-loan UK SME portfolio - PD/LGD/EAD, SICR staging, 3-scenario macro overlay. R, Python, Excel. AUC 0.77.

SQL & Python project for Internal Audit testing of capital, liquidity and IFRS 9 controls in a simulated banking environment.