sovereign-risk

Here are 2 public repositories matching this topic...

snlabs-tech / SN-Corporate-Rating-Model-V2

Corporate credit rating model (V2) — multi‑period, rule‑based engine with Altman Z, peer benchmarking, distress optional hardstops, and optional sovereign cap.

quantitative-finance financial-engineering corporate-finance risk-modelling credit-risk financial-modeling rating-engine credit-analysis python-finance credit-rating corporate-rating sovereign-risk rating-methodology

Updated Mar 19, 2026
Python

Charles30-ux / RiskSentinel

Star

Production-grade Risk Engine in C++ and Python for Monte Carlo simulations, Value at Risk (VaR), and Expected Shortfall (ES) analysis within Basel III/IV regulatory frameworks.

fintech cpp17 quantitative-finance risk-management vectorized-computation sovereign-risk

Updated Mar 30, 2026
C++

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