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basel3

Here are 2 public repositories matching this topic...

frtb-net / FRTB

Free, open-source FRTB capital calculators

frtb basel3

Updated Sep 22, 2025
Python

Chengyueminga / MarketRisk_VaR

Simulated 1-day 99% Monte Carlo VaR with Basel III regulatory backtesting

finance framework risk-analysis risk linear-regression monte-carlo-simulation value-at-risk risk-management backtesting basel-iii basel3

Updated Jul 27, 2025
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