Mathematical Representations of Credit Portfolio Data
Summary:
This course is a CrashProgram in the use of python for credit portfolio modelling purposes, in particular working with data templates and spreadsheets. The course requires some prior knowledge of python (and indeed prior programming knowledge in some language is required) and, of course, also spreadsheets.
Content:
The course covers the following topics:
- Overview of the loan level templates (ECB SME version)
- Manipulating spreadsheets with Python
- The python dictionary data type
- Organization of the loan data fields
- Generating test portfolios
Course Level and Type:
| Introductory Level | Core Level | Advanced Level | |
| Non-Technical | |||
| Technical | CrashProgram SME03030 |
Summary:
This course is a CrashProgram in the use of the MongoDB database in conjunction with Python for credit portfolio management purposes. The course requires little or no prior knowledge of mongoDB, and basic knowledge of python (but prior programming knowledge in some language is required).
Content:
The course covers the following topics:
- Introduction to MongoDB its data model and operations on data
- Using python to access the database
- Developing LoanDB, a document design conforming to SME Loan Level Data standard
- Using map/reduce to extract data and python to apply a simple credit scoring model
Course Level and Type:
| Introductory Level | Core Level | Advanced Level | |
| Non-Technical | |||
| Technical | CrashProgram MSM03032 |