Models.

The repositories are organized into the following categories:

• 01_Risk_Management
  • Credit_Risk
  • Market_Risk
  • Operational_Risk
  • Model_Risk
• 02_Derivatives_Pricing
  • Interest_Rate
  • Equity
  • FX
  • Commodity
  • Credit
  • Hybrid
• 03_Valuation_Methods
  • Monte_Carlo
  • Lattice_Models
  • Finite_Difference
  • Analytical_Solutions
• 04_Portfolio_Management
  • Asset_Allocation
  • Performance_Attribution
  • Optimization
• 05_Regulatory_Compliance
  • Basel
  • FRTB
  • Stress_Testing
• 06_ALM_Treasury
  • Liquidity_Management
  • Funding
• 07_Quantitative_Methods
  • Stochastic_Processes
  • Time_Series
  • Machine_Learning
  • Optimization_Algorithms
• 08_Fixed_Income
  • Bonds
  • Yield_Curve
  • Interest_Rate_Models
• 09_Uncategorized

The full list of repositories and their categories can be found in the repository_manifest.csv file.

This collection contains approximately 196 repositories covering various topics in quantitative finance, risk management, derivative pricing, and other banking-related topics.

Each repository is stored in the repositories directory and linked to the appropriate category folder.