PD12M
01 · CREDIT RISK / FEATURED
What building a Probability of Default model taught me.
Messy data. Model choices. Validation. Monitoring. And the harder part: explaining what the model means.
In progress ↗This browser-based studio lets you add your own drafts and posts directly to the site preview.
Messy data. Model choices. Validation. Monitoring. And the harder part: explaining what the model means.
In progress ↗Structure, feedback loops, uncertainty and decisions.
Extraction is only the beginning. Validation is where information becomes useful.
Why interactive systems make abstract engineering concepts click.