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  1. Portfolio-Risk-Analytics---Parametric-method Portfolio-Risk-Analytics---Parametric-method Public

    Parametric Value at VaR, a method that estimates potential portfolio loss using statistical measures, assuming market returns follow a normal distribution.

    Python

  2. Expected-Shortfall-Analysis-across-Market-Regimes Expected-Shortfall-Analysis-across-Market-Regimes Public

    Study of portfolio downside Risk and Regime-Dependent Behavior during Major Market Dislocations using VaR/CVaR Analysis.

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  3. Historical-VaR-Framework Historical-VaR-Framework Public

    Python-based Historical VaR calculator for NSE equally weighted equity portfolios — computes risk using historical simulation with an interactive input system and rolling 250-day(for Indian Stock E…

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  4. Stress-Testing Stress-Testing Public

    This repository is study of an combined portfolio in stress testing scenarios.

    Python