Credit Risk Modelling: Machine Learning vs Logistic Regression
By Mike Hay | Open Analytics In the evolving world of credit risk modelling, choosing between traditional statistical methods and modern machine learning techniques isn’t always straightforward. This study compares logistic regression and LightGBM (a leading gradient boosting algorithm) for predicting 12-month default probabilities in non-bank asset finance data. It explores each approach’s performance, transparency, and practical considerations—from model building […]
Are Your IFRS 9 Scenario Weights Still Fit for Purpose?
With economic conditions shifting and audit season in full swing, it’s time to reassess where we sit in the economic cycle.
Loss Given Default: What Really Happens When Loans Go Bad
We get it, no one really wants to talk about default. There are topics way more fun than this.
Credit Portfolio Outlook 2025
Discover how portfolios across the industry have performed so far in 2025, and what’s still to come.