Abhinandan Kumar·Sep 1, 2025📉 When Lower Delinquencies Don’t Lower Risk: A PD Modeling Case StudyIn credit risk modeling, intuition can be misleading. Recently, I encountered a scenario where Probability of Default (PD) increased across…
Kurt Berner·May 19, 2025Why IRB Has Built-In Benchmarking but Pry Doesn’tEver wondered why `measure` works in IRB but not in Pry? I did too—so I built a simple fix that works like magic.
Kelly·Apr 11, 2025TIL: IRB Prompt Modes | xmp Prompt (part 1)Recently I learned about IRB prompt modes. My last two posts looked at Default and Simple prompt mode. This article explores the xmp prompt…
Kelly·Apr 7, 2025TIL: IRB Prompt Modes | Simple PromptRecently I learned about IRB simple prompt mode.
