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Achievement: QuickdrawAchievement: YOLOAchievement: Pull SharkAchievement: Arctic Code Vault Contributor

Achievements

Achievement: QuickdrawAchievement: YOLOAchievement: Pull SharkAchievement: Arctic Code Vault Contributor

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mrspatbile/README.md

I build Python tools covering fund risk analytics, banking capital frameworks, and derivatives pricing.

Current projects: AIFMD II and UCITS risk frameworks, EU banking regulatory capital (IRRBB, FRTB, CRR3), and a QuantLib-based pricing engine for fixed income, derivatives, and exotic options.

How to reach me: [email protected]

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  1. asset-pricing asset-pricing Public

    Illustrative Jupyter notebooks covering yield curves, fixed income, derivatives, XVA, Monte Carlo simulation, and quantitative risk analytics.

    Jupyter Notebook

  2. banking-risk banking-risk Public

    EU banking regulatory risk frameworks implemented in Python: IRRBB, FRTB, CSRBB, credit risk IRB, and liquidity risk (LCR, NSFR, stress testing, ILAAP).

    Python

  3. manco-risk-mngmt manco-risk-mngmt Public

    Risk management and regulatory reporting system covering UCITS and AIFMD II across six fund types. LMT simulation, liquidity stress testing, Annex IV. Simulated Bloomberg pipeline, SQLite, Python.

    Python

  4. quant-risk-engine quant-risk-engine Public

    Python pricing library built on QuantLib: curves, fixed income, derivatives, exotic options, stochastic simulation, and XVA.

    Python