Skip to content
View kritidewanganwork's full-sized avatar
🎯
Focusing
🎯
Focusing
  • Mumbai

Block or report kritidewanganwork

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don't include any personal information such as legal names or email addresses. Markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Popular repositories Loading

  1. Parametric-VaR-Calculation Parametric-VaR-Calculation Public

    Static Parametric (Variance–Covariance) VaR model for equity portfolios using historical returns and normal distribution assumptions.

  2. Dynamic-Parametric-VaR-Calculation-Backtesting Dynamic-Parametric-VaR-Calculation-Backtesting Public

    Rolling parametric VaR model for an equity portfolio with backtesting, exception analysis, and diagnostic plots.

    Jupyter Notebook

  3. IRRBB-IS-Gap-Management-Tool IRRBB-IS-Gap-Management-Tool Public

    Interest Sensitivity (IS) Gap–based IRRBB model to analyze Net Interest Income (NII) impact under upward and downward interest rate shocks, implemented in Python with FRM-aligned methodology.

    Python

  4. IRRBB-Duration-Gap-Management-Tool IRRBB-Duration-Gap-Management-Tool Public

    Python implementation of a leverage-adjusted Duration Gap model to estimate Economic Value of Equity (EVE) sensitivity under interest rate shocks, aligned with FRM and IRRBB methodology.

    Python

  5. fraud-detection-ml fraud-detection-ml Public

    End-to-end fraud detection system using machine learning with a Streamlit-based prediction interface

    Jupyter Notebook