New post at the Lendable blog

Lendable recently launched a new website, lendablemarketplace.com. I have a post there on the risk engine I’ve been building over the last year. It’s a pretty cool piece of tech that models individual credit risk (the risk of an individual defaulting given what we know about them) and portfolio risk (the risk of many defaulting simultaneously) jointly.

Enjoy:

http://lendablemarketplace.com/blog/2016/03/29/risk/

 

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