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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. Tail-Risk-and-Regime-Shift-Analysis-in-Financial-Portfolios. Tail-Risk-and-Regime-Shift-Analysis-in-Financial-Portfolios. Public

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

    Python

  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…

    Jupyter Notebook