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.

extremeloss

Extreme value analysis for insurance losses: POT/GPD, GEV with uncertainty, threshold diagnostics, return levels, body-tail splicing.

lossmodels

Severity and frequency fitting and aggregate loss distributions: transformed beta and gamma catalogs, truncation- and censoring-aware MLE, FFT and Panjer.

human-risk-graph

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