Deep Credit Risk: Machine Learning with Python Paperback – June 24, 2020

Excellent book on Credit Risk. This is a perfect book for person who works with statistical models. The programs include good explanation and "step-by-step" comments which permit to be driven through the logic. The book is comprehensive and well written.

A book showing how to use APIs of python packages, even so, to me the quality of code is not good enough.It covers contents like data processing, modelling, validation and application of machine learning. However, Key concepts and processes of risk modelling were explained too shallow, cannot find many insights to learn.Disappointing. Maybe going deep should not be the only goal for doing credit risk...