Popular repositories Loading

1. Corporate-Cashflow-Risk-model-using-Monte-Carlos-Simulation Corporate-Cashflow-Risk-model-using-Monte-Carlos-Simulation Public

   Monte Carlo simulation applied to banking risk: VaR/CVaR, credit default modeling, liquidity stress testing, option pricing, CVA, and Basel capital estimation. Ten projects building toward an integ…

   Python 1

2. Brand-P-L-Variance Brand-P-L-Variance Public

   An Excel-based FP&A model that turns raw SKU-level sales data into a brand-level P&L, a volume/price/mix variance bridge, and an interactive dashboard — all driven by a single dropdown selector and…

3. Market-Risk-engine Market-Risk-engine Public

   Simulate 100,000 portfolio return paths to estimate VaR and Expected Shortfall (CVaR).

   Jupyter Notebook

4. Liquidity-Risk-simulator Liquidity-Risk-simulator Public

   Simulate 100,000 parallel 30-day paths. Each day, draw a random withdrawal rate from a normal distribution, with a small probability of a stress 'run' day where withdrawals spike 8x. Track cash + H…

   Jupyter Notebook

5. Sales-Volume-Forecasting-Model Sales-Volume-Forecasting-Model Public

   Building next year's Annual Operating Plan starts with a volume forecast. Build a time-series model that forecasts the next 12 months of brand/category volume from historical monthly data, captures…

   Python

6. Stress-Testing-Framework Stress-Testing-Framework Public

   Regulators want to know: if interest rates rise 3%, GDP falls, and unemployment rises, what happens to revenue, portfolio value and capital? Build named scenarios (Baseline / Adverse / Severely Adv…