Assignment two of the Banking Analytics class taught by Cristian Bravo at Western University. Purpose was to evaluate the risk of debtors of Lending Club by predicting their PD and LGD using logistic regression and decision tree models.
StephanKalika/Credit-Risk-Analysis-of-Lending-Club-Debtors
Logistic regression and decision tree models to predict the probability of default (PD) and loss given default (LGD) of Lending Club clients.
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