frtb

There are 1 repository under frtb 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
• ultima

  ultima-ib / ultima

  The Ultimate BI tool

  frtbpivotpivot-tablespythonrustui
  Language:Rust 6

• subhamsharma7 / FRTB-Market-Risk

  This is about calculating Market Risk capital charge under Standardised Approach(SBM) in FRTB

  frtbpythonrisk-management
  Language:Jupyter Notebook 4

• subhamsharma7 / IMA-Model-Validation

  Advanced Approach under FRTB(IMA) requires institutions to meet quantitative tests namely Backtesting and PnL attribution..

  backtestingfinancial-modelingmodelvalidationrisk-managementfrtb
  Language:Jupyter Notebook 2