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  • Joined Aug 24, 2026

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  1. credit-risk-expected-loss credit-risk-expected-loss Public

    End-to-end credit risk modelling framework using LightGBM, SHAP, PD calibration, LGD/EAD estimation and portfolio stress testing.

    Jupyter Notebook

  2. fixed-income-interest-rate-risk fixed-income-interest-rate-risk Public

    Fixed-income portfolio risk framework covering bond pricing, duration, convexity, DV01, key-rate duration, yield-curve stress testing and hedge optimization.

    Jupyter Notebook

  3. market-risk-var-expected-shortfall market-risk-var-expected-shortfall Public

    End-to-end market risk framework covering VaR, Expected Shortfall, Monte Carlo simulation, model backtesting, EWMA/Student-t risk modelling and portfolio stress testing.

    Jupyter Notebook