Sanu700/Stress-Testing-Loss-Forecasting-Engine

Monte Carlo simulation framework for credit loss forecasting — 1,000-scenario stress testing with 95% and 99% VaR using the PD–LGD–EAD framework.

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Experimental

No Package No Dependents

Maintenance 13 / 25

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Maturity 9 / 25

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Language

Python

License

MIT

Category

Last pushed

Mar 16, 2026

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