sr11-7

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pooja006-bit / stressed-correlation-matrix

How portfolio diversification breaks down under stress correlation matrix analysis across COVID, 2022 rate shock, and 2025 tariff shock using Python and public market data.

python numpy pandas seaborn stress-testing matplotlib quantitative-finance value-at-risk risk-management financial-engineering portfolio-analysis correlation-matrix yfinance model-risk sr11-7

Updated Mar 23, 2026
Jupyter Notebook

modelguard-lab / mrv-lib.org

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Quantitative diagnostic toolkit for Model Risk Management (MRM). Validates financial regime-switching models for structural stability and ordinal robustness under SR 11-7 and Basel IV governance frameworks.

python quantitative-finance model-validation financial-stability regime-switching model-risk-management risk-governance sr11-7 basel-iv mrv-lib

Updated Apr 5, 2026
HTML

modelguard-lab / mrv-lib

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Regime model stability diagnostics for SR 11-7 and Basel IV governance

quantitative-finance model-validation basel regime-switching financial-risk model-risk-management model-risk regime-detection risk-governance sr11-7 mrv-lib

Updated Apr 1, 2026
Python

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