Posts by Collection

portfolio

Portfolio 1: Basel-Aligned Multi-Stage Credit Risk Modeling Framework: Development and Application (White-Box model)

A Basel-aligned multi-stage credit risk modeling framework built on ~250,000 Lending Club consumer loans, estimating Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) using transparent white-box models. The framework integrates class-weighted logistic regression, a two-stage LGD hurdle model, and Credit Conversion Factor (CCF)-based EAD estimation to generate Expected Loss (EL) forecasts. Independently validated on a 50,000-loan holdout sample, supporting risk-based pricing, stress testing, capital planning, and portfolio credit risk management.

Portfolio 2: Airport Activity and Regional Productivity in the United Kingdom: An Empirical Study of Connectivity, Freight Operations, and Economic Growth (1998–2023)

This project analyzes the relationship between airport activity and regional economic productivity across the UK’s 12 ITL1 regions (1998–2023) using Panel Vector Autoregression (PVAR) and Granger causality analysis, providing evidence-based insights to guide aviation policy, regional development, and infrastructure investment decisions.

publications

Paper Title Number 4

Published in GitHub Journal of Bugs, 2024

This paper is about fixing template issue #693.

Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
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talks

teaching

Teaching experience 1

Undergraduate course, University 1, Department, 2014

This is a description of a teaching experience. You can use markdown like any other post.

Teaching experience 2

Workshop, University 1, Department, 2015

This is a description of a teaching experience. You can use markdown like any other post.