Production-ready quantitative risk toolkit — credit scoring, IFRS9 ECL, fraud detection, and model governance. Built in Africa, applicable anywhere.
Project description
afrikana-risk
Production-ready quantitative risk toolkit for credit scoring, IFRS9 ECL, fraud detection, and model governance.
Built in Africa. Applicable anywhere.
Features
Credit Risk
- PD / LGD / EAD modeling
- Scorecard building (WoE, IV)
- Basel III capital estimation
IFRS 9
- Stage 1 / 2 / 3 ECL
- Macro-scenario overlays
- Probability-weighted ECL
Stress Testing
- Scenario analysis (base / adverse / severe)
- Credit VaR (Monte Carlo, Vasicek)
- NPL trajectory projection
Fraud Detection
- Isolation Forest anomaly detection
- Supervised fraud classification
- Rule-based risk flags
- Ensemble scoring
Model Monitoring
- PSI (Population Stability Index)
- Gini / KS tracking
- Feature drift detection
Model Governance
- Champion-Challenger framework
- DeLong AUC significance testing
- Audit trail for regulatory compliance
Installation
pip install afrikana-risk
Release history Release notifications | RSS feed
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