mtouyaa / Python-for-MarketRisk Star 11 Code Issues Pull requests 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
subhamsharma7 / FRTB-Market-Risk Star 9 Code Issues Pull requests This is about calculating Market Risk capital charge under Standardised Approach(SBM) in FRTB python risk-management frtb Updated Dec 19, 2023 Jupyter Notebook
ultima-ib / ultima Star 7 Code Issues Pull requests Discussions The Ultimate BI tool python rust ui pivot-tables pivot frtb Updated May 27, 2024 Rust
frtb-net / FRTB Star 6 Code Issues Pull requests Discussions Free, open-source FRTB capital calculators frtb basel3 Updated Sep 22, 2025 Python
subhamsharma7 / IMA-Model-Validation Star 3 Code Issues Pull requests Advanced Approach under FRTB(IMA) requires institutions to meet quantitative tests namely Backtesting and PnL attribution.. risk-management backtesting frtb financial-modeling modelvalidation Updated Nov 2, 2023 Jupyter Notebook