#

basel-3

Here are 3 public repositories matching this topic...

mtouyaa / Python-for-MarketRisk

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

vshlepov / constrained_optimization

constrained-optimization asset-allocation integer-programming risk-management basel-3 indicator-functions

Updated Aug 24, 2024
Python

max-fitzpatrick / Evaluating-Basel-III

Master's thesis evaluating the effectiveness of Basel III

basel-3

Updated Oct 12, 2017

Improve this page

Add a description, image, and links to the basel-3 topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the basel-3 topic, visit your repo's landing page and select "manage topics."