Credit portfolio studio: amortization cashflows : PD/LGD/EAD/EL, stress (rate/unemp/collateral), CECL (PV), covenants, pricing — Streamlit
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Updated
Aug 17, 2025 - Python
Credit portfolio studio: amortization cashflows : PD/LGD/EAD/EL, stress (rate/unemp/collateral), CECL (PV), covenants, pricing — Streamlit
Compute lifetime ECL (PD×LGD×EAD), vintage loss curves, and CECL allowance sensitivity across macro scenarios.
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