Pipeline de credit risk end-to-end: PD logística, Monte Carlo vectorizado, métricas Basel III (EL, VaR, Expected Shortfall) y stress testing. Python · NumPy · pandas · statsmodels

Basel Vasicek credit risk stress testing model with TTC PD estimation, stressed PD mapping, and facility-level Unexpected Loss (UL) analysis.

Basel III + SR 11-7 + ECB TRIM AI/ML model risk MCP for banks. MIT

Commercial RWA and capital analytics repo translating upstream risk outputs into explainable capital summaries and portfolio reporting, with relevance to both institutional and lending-risk teams.

Regime model stability diagnostics for SR 11-7 and Basel IV governance