Credit Risk Python Packages

autocarver

Automatic optimal discretization pipeline

toad

ESC Team's credit scorecard tools.

supermodelingfactory

Production-grade Python toolkit for credit risk modeling — scorecards, LR, LightGBM/XGBoost, WOE/IV, PSI, KS, SHAP. Source-protected wheels via Cython.

scorecardpipeline

scorecardpipeline封装常用的风控策略分析和评分卡建模相关组件，支持pipeline式端到端评分卡建模、三方数据分析、规则集效果评估、特征有效性分析、excel报告输出、评分卡PMML导出、全流程超参数搜索等功能。核心功能：评分卡，策略分析，风控，规则挖掘，特征筛选，自动分箱

skorecard

scikit-learn compatible tools for building credit risk acceptance models

transitionmatrix

Statistical analysis and visualization of state transition phenomena

mobpy

Monotonic Optimal Binning algorithm is a statistical approach to transform continuous variables into optimal and monotonic categorical variables.

credit-risk

A Python package for credit risk analytics

rejectkit

Reject inference for credit scoring — 8 scikit-learn-compatible methods plus an honest benchmark that tells you whether it actually helps.

closed-loop-default-detection

Fidelity-gated synthetic SCM that stress-tests probability-of-default modeling under selective labels and reports the model's honest operating frontier. The do() oracle real lending data can't be. Grades g-computation vs naive conditioning against planted ground truth. sklearn-only; 66 tests; fully deterministic.

tanml

Automated validation toolkit for tabular ML models—MRM, credit risk, insurance, and other regulated use cases.

creditportfolioanalytics

A Python library for generating analytic tests for credit portfolio loss distributions

roll-rate-analysis

Roll rate analysis for credit risk scorecards.

opennpl

An open source platform for the management of non-performing loan portfolio data