Risk Modeling Python Packages

autocarver

Automatic optimal discretization pipeline

supermodelingfactory

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

lossmodels

Actuarial loss modeling in Python: severity, frequency, aggregate loss, fitted distributions, and insurance loss analytics.

extremeloss

Extreme-value tail-risk estimation in Python: peaks-over-threshold, GPD fitting, rare-event analysis, and large-claim loading.

human-risk-graph

Quantitative model for measuring organizational security risk caused by human dependencies, decision concentration, and bus-factor effects.