feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

Browse Source

- Belkin & Suchower (1998) credit cycle index (Zt) estimation via WLS
- Vasicek single-factor conditional PD/TM model
- Macro-Zt OLS regression with stepwise variable selection
- 3-scenario (boom/neutral/recession) 50yr PD projection
- Statistical validation suite (ADF, Ljung-Box, R2, ARCH)
- BOK ECOS API integration with fallback data
- Visualization module (7 chart types)
- Detailed theoretical methodology docs/methodology.md

...

This commit is contained in:

Variet Agent

2026-03-10 21:57:34 +09:00

commit 3a9374c61a

39 changed files with 4671 additions and 0 deletions

Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL

Download Patch File Download Diff File Expand all files Collapse all files

BIN

doc/260120143004692_KR 제출자료(2026년1월20일)_신용등급변화표(1년,3년).pdf Normal file

Binary file not shown.

BIN

doc/260122103003349_NICE신용평가_2025년_신용등급변화표_202601.pdf Normal file

Binary file not shown.

BIN

doc/260127134503220_1. 신용등급변화표_2025년.pdf Normal file

Binary file not shown.