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  1. credit-risk-model credit-risk-model Public

    A credit risk modeling project using Logistic Regression to estimate Probability of Default (PD) and compute Expected Loss (EL) using a Basel-style framework. Includes stress testing under macro sh…

    Jupyter Notebook

  2. garch-var-backtesting garch-var-backtesting Public

    GARCH + EWMA based VaR & ES risk modeling framework with backtesting and stress testing (Basel-style risk analysis)

    Jupyter Notebook

  3. macro-factor-risk-model macro-factor-risk-model Public

    Built a macro factor risk model using PCA and multi-factor regression on FRED macro variables to decompose returns across equities, bonds, credit, and gold. Estimated factor exposures, systematic r…

    Jupyter Notebook

  4. fixed-income-risk-engine fixed-income-risk-engine Public

    Fixed income risk engine modeling yield curves, DV01, and interest rate sensitivity using real US Treasury data to simulate portfolio behavior under rate shocks.

    Jupyter Notebook

  5. bootcamp_Ranveer_Bhalla bootcamp_Ranveer_Bhalla Public