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 104.5 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 48 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 loan_data_2007_2014_preprocessed.csv.html 144 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 LGD and EAD models independent variables with comments.html 202 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 40.1 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.html 180 B 10. LGD and EAD Models Preparing the data/5.2 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/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 loan_data_2007_2014_preprocessed.csv.html 144 B 11. LGD model/1.2 LGD model preparing the inputs with comments.html 202 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 with comments.html 202 B 11. LGD model/8.2 LGD model stage 2 – linear regression evaluation.html 180 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 with comments.html 202 B 12. EAD model/3.2 EAD model validation.html 180 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.html 185 B 13. Calculating expected loss/3.2 Calculating expected loss complete notebook with comments.html 207 B 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 2. Setting up the working environment/3. Installing Anaconda.srt 4.5 KB 2. Setting up the working environment/4. Jupyter Dashboard - Part 1.mp4 11.6 MB 2. Setting up the working environment/4. Jupyter Dashboard - Part 1.srt 3.2 KB 2. Setting up the working environment/5. Jupyter Dashboard - Part 2.mp4 23.9 MB