Credit Risk Scoring
Lending Club is a peer to peer lending company based in the United States, in which investors provide funds for potential borrowers and investors earn a profit depending on the risk they take (the borrowers credit score). Lending Club provides the “bridge” between investors and borrowers.
More information and data can be extracted from Kaggle. The data contain complete loan data for all loans issued through the 2007-2015, including the current loan status (Current, Late, Fully Paid, etc.) and latest payment information. The file containing loan data through the “present” contains complete loan data for all loans issued through the previous completed calendar quarter. Additional features include credit scores, number of finance inquiries, address including zip codes, and state, and collections among others. The file is a matrix of about 890 thousand observations and 75 variables.
The notebook includes data preparation , visualization using Plotly and seaborn as well as model training using sklearn library.
One of the important sections of the notebook is implementation of weight of evidence (WOE).
https://www.lendingclub.com/info/download-data.action