Hello any finance or banking groups here?

Hi guys I am currently working for a financing company. Curious to know if anyone around here is into this field as well would love to have discussions about modeling like ECL or ACL or simply just risk scoring. Cheers!

I’m curious about this too! :raised_hand:t4:

I recommend you use the forum Search tool to find some other discussions on financial topics.

This comes up fairly often.

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The most interesting and sophisticated risk scoring I have seen involve probabilistic graphical models (PGM). There is a Coursera specialization on taught by Daphne Koller (I believe a Coursera co-founder along with Prof Ng when they were both at Stanford). PGMs allow you to flow knowledge or beliefs through the graph computing probability distributions from multivariate joint distributions. I used it in healthcare…given these symptoms and these patient demographics and this medical knowledge, predict disease(s). But the same solution framework can be applied to financial risk if you have a domain model and sufficient data to support reasoning with it.

Looks like it is available (again?) :


Thanks currently we have employed the random forest model for determing expected credit loss but what i want to research if there have been any here who come up with optimization using ML, example optimize the loan amount to be granted etc