Synthetic loss given default data generation for a fictitious mortgage loan portfolio for educational purposes. Students should predict LGDs based on loan origination information. A solution using maximum-likelihood is also described/implemented.
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Synthetic loss given default data generation for a fictitious mortgage loan portfolio for educational purposes. Students should predict LGDs based on loan origination information. A solution using maximum-likelihood is also described/implemented.
gaborsarosi/ACRM_LGD
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Synthetic loss given default data generation for a fictitious mortgage loan portfolio for educational purposes. Students should predict LGDs based on loan origination information. A solution using maximum-likelihood is also described/implemented.
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