Case Study : PD and credit risk model
For a large Bank
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Client
The client is one of the new age large listed bank in India The Client has various products in Assets and liabilities with vintaged clients in different product segments
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Problem
Objective of this project was to build the probability of default model that enabled the client to find out credit worthy customers which can be offered the temporary lending facility. The second objective was to Identify the credit limits for each customer
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Solution
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