Repository / RESOURCE PROFILE

CoVaR Conditional VaR Project

Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.

Portfolio & Risk
github.comJupyter Notebook
Visit source website ↗

Overview

Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.

Topics & capabilities

risk-modellingrisk-analysisvalue-at-risk

Repository information

Repository
upathare1/CoVaR-Conditional-VaR-Project ↗
Repository owner
upathare1
Primary language
Jupyter Notebook
Repository code license
MIT ↗
Maintenance status
Not archived at the recorded check
Forked repository
No
GitHub stars
26
Forks
4
Default branch
main
Last repository push
Nov 14, 2020

Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.

Source links & provenance

https://github.com/upathare1/CoVaR-Conditional-VaR-Project ↗

References explain how this resource entered the collection. They do not represent an endorsement.

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