GitHub - LeoCo/systemic_risk_measures: Comparison of three financial models to measure the system risk of Banks using datasets from Bloomberg.

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systemic_risk_measures

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Comparison of three financial models to measure the system risk of Banks using datasets from Bloomberg.

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Name		Name	Last commit message	Last commit date
.idea		.idea
Data		Data
Output		Output
Test		Test
bank.py		bank.py
bank_stats.py		bank_stats.py
covar.py		covar.py
dataset.csv		dataset.csv
getdata.py		getdata.py
granger_casualities.py		granger_casualities.py
main.py		main.py
mva_prediction.py		mva_prediction.py
mva_prediction_analysis.py		mva_prediction_analysis.py
statesvariables.csv		statesvariables.csv
systemic_expected_shortfall.py		systemic_expected_shortfall.py

Comparison of three financial models to measure the system risk of Banks using datasets from Bloomberg.

12 stars

1 watching