CreditRisk Intelligence — AI-Powered Credit Risk Infrastructure for Fintechs
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Jun 12, 2026 - Python
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basel
Here are 10 public repositories matching this topic...
VaR/CVaR investment portfolio risk modeling with backtesting
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Aug 12, 2026 - Python
Pipeline de credit risk end-to-end: PD logística, Monte Carlo vectorizado, métricas Basel III (EL, VaR, Expected Shortfall) y stress testing. Python · NumPy · pandas · statsmodels
python finance numpy pandas fintech monte-carlo-simulation quantitative-finance risk-management basel credit-risk
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May 28, 2026 - Python
Basel Vasicek credit risk stress testing model with TTC PD estimation, stressed PD mapping, and facility-level Unexpected Loss (UL) analysis.
python data-visualization stress-testing quant data-analysis basel credit-risk vasicek risk-modeling
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Feb 21, 2026 - Python
An object-oriented, Walk-Forward quantitative risk engine estimating VaR and Expected Shortfall using a Student-t Copula and GJR-GARCH margins
python arma monte-carlo-simulation quantitative-finance copula value-at-risk basel gjr-garch portfolio-risk-management student-t-distribution
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Jun 3, 2026 - Python
Monitors SEC/CFTC/FCA/Basel/Federal Reserve publications and generates structured regulatory impact assessments
python flask ai fintech compliance federal-reserve fca basel claude regulatory sec-filings federal-reserve-bank cftc regulatory-compliance anthropic
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Jul 20, 2026 - Python
Eight VaR/ES models for a $10m multi-asset book, validated over 4,611 trading days with Kupiec, Christoffersen, Basel traffic-light and Acerbi-Szekely tests.
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Aug 7, 2026 - Python
Local tools for querying and visualizing changes in the Basel-Stadt nature inventory.
visualization python nlp flask data-science database ai chatbot switzerland open-data biodiversity nature basel environmental rag
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Aug 21, 2026 - Python
Bank-grade credit-risk platform — calibrated PD scorecard + ML challenger, LGD/EAD -> Expected Loss, OOT validation, SHAP reason codes, fairness & drift. Basel/IRB on Freddie Mac data.
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Jun 7, 2026 - Python
IFRS 9 ECL engine on 2.26M Lending Club loans: PD scorecard, LGD/EAD models, Basel IRB capital, 3-stage ECL with macro scenarios and full model validation.
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Jul 30, 2026 - Python
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