basel-iii

There are 3 repositories under basel-iii topic.

• mtouyaa / Python-for-MarketRisk

  Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.

  pythonmarket-riskfinanceblack-scholesmonte-carlovalue-at-riskexpected-shortfallpnlfrtbbasel-3basel-iiibacktestinghplrtpl
  Language:Jupyter Notebook 7

• arpanganguli / SFMF

  Single-Factor and Multi-Factor Model for assessing credit risk for a loan portfolio.

  financequantitative-financepythonpython3basel-capital-requirementsbasel-iiibasel-3risk-managementriskfinancial-risk-analytics
  Language:Python 3

• arpanganguli / SACCR

  Sample Python calculator to calculate Basel III's new Standardised Approach (SA) for Counterparty Credit Risk (CCR)

  basel-3basel-iiicredit-riskfinancial-risk-analyticspythonpython3quantitative-financerisk-management
  Language:Python 2