Credit-risk model toolkit
Validation tests, calibration, master scales, and low-default portfolio methods such as Pluto–Tasche and the quasi-moment matching approach, with tests on synthetic data.
Credit risk · Turkey · Open source
eqlx.org is where eqlx publishes the tools, benchmarks and methods behind its credit-risk work: code you can run, results you can check, and methods written from public regulation and research.
The first projects. Each one will be published here with its code, documentation and licence.
Validation tests, calibration, master scales, and low-default portfolio methods such as Pluto–Tasche and the quasi-moment matching approach, with tests on synthetic data.
How well do AI models handle Turkish credit-risk work? A public test set of tasks in Turkish, scored the same way for every model and updated as new models appear.
The same rules for every project.