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Data Analytics for Credit Risk Management.

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MEASUREMENT TECHNIQUES TO BUILD MODELS FOR CREDIT RISK MANAGEMENT.

Credit Risk analysis provides a look to effiencitly build models for credit risk management. This case study of data analysis starts with preprocessing, credit scoring, probability of default estimation and forecasting.

Current challenges in credit risk analytics for commercial bank loan portfolio consis to a large degree of mortgage loans, commercial real estate loans, and small and medium-sized enterprise companies loans.

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