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basel-3

Here are 5 public repositories matching this topic...

mtouyaa / Python-for-MarketRisk

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

python finance monte-carlo market-risk pnl value-at-risk black-scholes backtesting hpl expected-shortfall frtb basel-3 rtpl basel-iii

Updated Mar 5, 2022
Jupyter Notebook

hemgandhi13 / citi-fpa-virtual-internship

FP&A Virtual Experience Program by Citi through Forage

finance risk-analysis forecasting basel-3 forage data-storytelling financial-modelling basel-iii financial-planning-and-analysis banking-regulation

Updated Sep 24, 2025

vshlepov / constrained_optimization

constrained-optimization asset-allocation integer-programming risk-management basel-3 indicator-functions

Updated Aug 24, 2024
Python

max-fitzpatrick / Evaluating-Basel-III

Master's thesis evaluating the effectiveness of Basel III

basel-3

Updated Oct 12, 2017

kshitijbhandari / Credit-Risk-Modeling-in-Consumer-Banking

Implements the Basel III credit risk framework (PD, LGD, EAD) using Logistic & Linear Regression on Lending Club loan data (2007–2014)

python machine-learning linear-regression scikit-learn logistic-regression lending-club risk-modelling credit-risk basel-3 probability-of-default loss-given-default expected-loss exposure-at-default

Updated Mar 26, 2026
Jupyter Notebook

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