riskval 0.0.1__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- riskval/__init__.py +3 -0
- riskval-0.0.1.dist-info/METADATA +32 -0
- riskval-0.0.1.dist-info/RECORD +4 -0
- riskval-0.0.1.dist-info/WHEEL +4 -0
riskval/__init__.py
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Metadata-Version: 2.5
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Name: riskval
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Version: 0.0.1
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Summary: Regulatory validation battery for credit-risk and market-risk models: PD calibration tests, VaR/ES backtests, Basel IRB capital.
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Project-URL: Homepage, https://github.com/muratsahin/riskval
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Project-URL: Issues, https://github.com/muratsahin/riskval/issues
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Author: Murat Sahin
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License-Expression: MIT
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Keywords: backtesting,basel,calibration,credit-risk,model-risk,model-validation
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Classifier: Development Status :: 3 - Alpha
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Classifier: Intended Audience :: Financial and Insurance Industry
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Classifier: Intended Audience :: Science/Research
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Classifier: License :: OSI Approved :: MIT License
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Classifier: Programming Language :: Python :: 3
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Classifier: Topic :: Scientific/Engineering :: Mathematics
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Requires-Python: >=3.10
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Requires-Dist: numpy>=1.24
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Requires-Dist: pandas>=2.0
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Requires-Dist: scipy>=1.10
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Provides-Extra: dev
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Requires-Dist: build; extra == 'dev'
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Requires-Dist: pytest-cov; extra == 'dev'
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Requires-Dist: pytest>=8; extra == 'dev'
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Requires-Dist: ruff; extra == 'dev'
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Requires-Dist: twine; extra == 'dev'
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Description-Content-Type: text/markdown
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# riskval
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Regulatory validation battery for credit- and market-risk models.
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**Status: skeleton. Name reserved on PyPI.**
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riskval/__init__.py,sha256=sUgZuZ5F-YwVAUKV1jgUqwpm2mp5a6M3iitoKHchkto,88
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riskval-0.0.1.dist-info/METADATA,sha256=NxFQk_AVNOt97XZWof8LXApbX7g0A5OWGzfDNRTyYUM,1240
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riskval-0.0.1.dist-info/WHEEL,sha256=zOwg4jB6zX2kU910N-cMawjivD6tO8NEWvE12je1bVk,87
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riskval-0.0.1.dist-info/RECORD,,
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