Scorecard scaling
Convert between a score, good-to-bad odds, and implied PD using base odds and PDO.
Interactive tools
Credit risk calculators
Change inputs and inspect every formula and intermediate step. These are transparent teaching tools, not a substitute for approved model methodology or accounting policy.
PD and term structure
Transform a model logit into PD and convert cumulative PD assumptions to marginal PD and survival.
Discounted workout LGD
Discount recoveries and costs, and estimate net collateral recovery after a haircut.
Revolving facility EAD
Estimate exposure at default from a drawn balance, limit, and credit conversion factor.
Scenario-weighted ECL
Compare defaults possible within 12 months or the remaining lifetime with the lifetime cash shortfalls associated with those defaults.