This approach estimates 60-month Lifetime PD for UK prime mortgages, incorporating: ✅ Hybrid Logistic Regression & Survival Models ✅ Macroeconomic Adjustments for IFRS 9 adverse scenarios ✅ Staging Logic (IFRS 9 Stage 1, 2, 3) ✅ Validation Metrics (AUC, PSI, Confusion Matrix)
AlgoRiskai/credit_pd_mortgage_uk_ifrs9_adverse_lifetime_prime_v1
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