Tutorials
Step-by-step guides for using Private Credit.
Tutorial 1: Data Generation
Learn how to generate synthetic loan portfolios and macro scenarios.
Topics covered:
- Configuring asset class distributions
- Generating loan tapes
- Creating macro scenarios
- Understanding state transitions
Tutorial 2: Training Models
Train the deep generative model components.
Topics covered:
- Training Macro VAE
- Training Transition Transformer
- Training Loan Trajectory Model
- End-to-end fine-tuning
Tutorial 3: Scenario Analysis
Perform stress testing and scenario analysis.
Topics covered:
- Baseline vs adverse scenarios
- Conditional generation
- Reverse stress testing
- Sensitivity analysis
Tutorial 4: Portfolio Simulation
Run Monte Carlo simulations for portfolio analytics.
Topics covered:
- Loss distribution estimation
- VaR and CVaR calculation
- Tranche-level returns
- Waterfall mechanics