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

A package for credit risk analytics

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

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.

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

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.

Graded, source-linked environmental audit of Basel-Stadt, in English and German

Public web entry point to Cloud Native Basel

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

Interactive exploration of historical PM2.5 patterns along Basel's measured tram corridors.

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

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

Retail credit risk on 2.26M Lending Club loans: WoE PD scorecard vs XGBoost, LGD/EAD, IFRS 9 ECL staging and scenarios, Basel IRB capital, model validation report

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