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openLGD

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openLGD is a Python powered library for the statistical estimation of Credit Risk Loss Given Default models. It can be used both as standalone library and in a federated learning context where data remain in distinct (separate) servers

Creat2019-11-18T01:39:21
Update2025-02-18T20:20:58
https://www.openriskmanual.org/wiki/Loss_Given_Default_Models
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