basel

AI powered underwriting engine created during BaselHack 2025

CreditRisk Intelligence — AI-Powered Credit Risk Infrastructure for Fintechs

VaR/CVaR investment portfolio risk modeling with backtesting

Pipeline de credit risk end-to-end: PD logística, Monte Carlo vectorizado, métricas Basel III (EL, VaR, Expected Shortfall) y stress testing. Python · NumPy · pandas · statsmodels

A package for credit risk analytics

The Smart MCP Server stands out from other tool orchestration or AI workflow systems in a few meaningful ways: Context Awareness: Unlike many workflow engines or tool servers that require explicit user input to select and run tools, Smart MCP Server automatically analyzes user messages, historical activity, and project context. This intelligent.

Interactive WOE (Weight of Evidence) and IV (Information Value) binning web tool for credit risk scoring, segmentation, and transparent scorecard development.

A complete guide of Non-Maturity Deposit model (NMD Models).

Angular source code for the public website which uses the Knora API

Public web entry point to Cloud Native Basel

Production-ready PD scorecard model using WoE binning and logistic regression, including discrimination testing (AUC/KS), calibration, PSI stability monitoring, and risk-based decision policy under a Basel-aligned framework.

GARCH + EWMA based VaR & ES risk modeling framework with backtesting and stress testing (Basel-style risk analysis)

End-to-end Probability of Default (PD) scorecard model built on the UCI Credit Card Default dataset, following Basel IRB methodology.

Automated OpenTripPlanner graph build for Basel using GTFS, OpenStreetMap data, Docker, and GitHub Actions.

Motor de riesgo de mercado (VaR, Expected Shortfall, GARCH, EVT, stress testing, backtesting de Basilea) + econofísica + ML, con dashboard FastAPI

Basel Vasicek credit risk stress testing model with TTC PD estimation, stressed PD mapping, and facility-level Unexpected Loss (UL) analysis.

Moteurs de PD vérifiés sur vérité connue, ECL IFRS 9 par scénarios, capital IRB aux planchers OSFI, provisions réelles des banques canadiennes, et dossier de crédit Excel sur Enbridge.

An object-oriented, Walk-Forward quantitative risk engine estimating VaR and Expected Shortfall using a Student-t Copula and GJR-GARCH margins