creditmetrics

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ziiqi7 / portfolio-credit-risk-engine

Portfolio credit risk modeling project evolving from independent to multi-factor migration, with regime stress and tail diagnostics. Part of a broader transition toward quantitative finance and systematic risk modeling.

python monte-carlo stress-testing financial-engineering credit-risk risk-modeling quant-finance creditmetrics-model portfolio-risk creditmetrics

Updated Apr 27, 2026
Python

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