본문으로 바로가기

강의

Credit Risk Modeling in Python

중급기술 수준

업데이트됨 2026. 3.

Learn how to prepare credit application data, apply machine learning and business rules to reduce risk and ensure profitability.

무료로 강의 시작

PythonApplied Finance

4시간

15 동영상

57 연습 문제

4,850 XP

26,092

성취 증명서

수천 개 기업의 학습자들이 사랑하는

팀을 교육하시나요?

비즈니스용으로 체험해 보세요

강의 설명

If you've ever applied for a credit card or loan, you know that financial firms process your information before making a decision. This is because giving you a loan can have a serious financial impact on their business. But how do they make a decision? In this course, you will learn how to prepare credit application data. After that, you will apply machine learning and business rules to reduce risk and ensure profitability. You will use two data sets that emulate real credit applications while focusing on business value. Join me and learn the expected value of credit risk modeling!

선수 조건

Intermediate Python for Finance

1

Exploring and Preparing Loan Data

In this first chapter, we will discuss the concept of credit risk and define how it is calculated. Using cross tables and plots, we will explore a real-world data set. Before applying machine learning, we will process this data by finding and resolving problems.

Understanding credit risk

Explore the credit data

Crosstab and pivot tables

Outliers in credit data

Finding outliers with cross tables

Visualizing credit outliers

Risk with missing data in loan data

Replacing missing credit data

Removing missing data

Missing data intuition

2

Logistic Regression for Defaults

With the loan data fully prepared, we will discuss the logistic regression model which is a standard in risk modeling. We will understand the components of this model as well as how to score its performance. Once we've created predictions, we can explore the financial impact of utilizing this model.

Logistic regression for probability of default

Logistic regression basics

Multivariate logistic regression

Creating training and test sets

Predicting the probability of default

Changing coefficients

One-hot encoding credit data

Predicting probability of default

Credit model performance

Default classification reporting

Selecting report metrics

Visually scoring credit models

Model discrimination and impact

Thresholds and confusion matrices

How thresholds affect performance

Threshold selection

3

Gradient Boosted Trees Using XGBoost

Decision trees are another standard credit risk model. We will go beyond decision trees by using the trendy XGBoost package in Python to create gradient boosted trees. After developing sophisticated models, we will stress test their performance and discuss column selection in unbalanced data.

Gradient boosted trees with XGBoost

Trees for defaults

Gradient boosted portfolio performance

Assessing gradient boosted trees

Column selection for credit risk

Column importance and default prediction

Visualizing column importance

Column selection and model performance

Cross validation for credit models

Cross validating credit models

Limits to cross-validation testing

Cross-validation scoring

Class imbalance in loan data

Undersampling training data

Undersampled tree performance

Undersampling intuition

4

Model Evaluation and Implementation

After developing and testing two powerful machine learning models, we use key performance metrics to compare them. Using advanced model selection techniques specifically for financial modeling, we will select one model. With that model, we will: develop a business strategy, estimate portfolio value, and minimize expected loss.

Model evaluation and implementation

Comparing model reports

Comparing with ROCs

Calibration curves

Credit acceptance rates

Acceptance rates

Visualizing quantiles of acceptance

Acceptance rate impact

Credit strategy and minimum expected loss

Making the strategy table

Visualizing the strategy

Estimated value profiling

Total expected loss

Course wrap up

Credit Risk Modeling in Python

강의
완료

수료증 획득

LinkedIn 프로필, 이력서 또는 CV에 이 인증서를 추가하세요
소셜 미디어와 성과 평가에서 공유하세요지금 등록

19백만 명 이상의 학습자와 함께 Credit Risk Modeling in Python을(를) 시작하세요!

DataCamp for Mobile을 통해 데이터 분석 능력을 향상시키세요.

모바일 강좌와 매일 5분 코딩 챌린지를 통해 이동 중에도 학습 효과를 높이세요.