The goal of this project is to implement a simple practical implementation of a selected credit risk model, in this case a Loss-Given-Default (LGD) model.
The interface to the developed model is implemented as a R Shiny App, which is deployed and accessible via betiko.shinyapps.io/acrm/.
For details please see the presentation of this project which is accessible via bt-koch.quarto.pub/loss-given-default/.
Directly jump to details about
This project was created as a part of the Seminar "Applied Credit Risk Modeling" at the University of Zurich.