Summary:
This course is a CrashProgram (short course) in the use of Python and the package TransitionMatrix for analysing credit migration data.
Requirements:
The course is a medium technical level. It requires some familiarity with python (and a working installation that includes the common numpy/scipy libraries). On the risk modelling side it requires knowledge of basic credit rating migration concepts.
Outcomes:
Step by step we build the knowledge required to use python to analyse credit migration data:
- We learn to work with basic transition matrix data objects
- We explore the estimation of matrices using the cohort method
- We look into visualization of data sets
- The working examples are based on both synthetic data and the published LendingClub dataset
Course Level and Type:
| Introductory Level | Core Level | Advanced Level | |
| Non-Technical | |||
| Technical | CrashProgram PYT26038 |