Flask dashboard for bank credit risk analysts under IFRS 9 - four ECL approaches for BTC-collateralised loans with Newton-Raphson EIR solving, full stage classification, and a live CoinGecko market monitor.
A full-revaluation VaR engine across five scopes (calibration, Monte Carlo scenarios, full reval, decomposition, and nested-path simulation) anchored to real IG market data.
Real-time limit order book analysis and paper-trading system streaming live Deribit data through four competing microstructure strategies.
A portfolio credit loss engine combining exact Panjer-recursion default risk with Merton-style migration risk into a full loss distribution and additive capital.