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Market risk engine: VaR/ES (historical, parametric, Cornish-Fisher, Monte Carlo), Kupiec/Christoffersen/Basel backtests, stress tests, ex-ante tracking error
Market risk engine: VaR/ES (historical, parametric, Cornish-Fisher, Monte Carlo), Kupiec/Christoffersen/Basel backtests, stress tests, ex-ante tracking error
Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.
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