Macro-financial stress testing framework projecting UK bank capital under baseline and adverse macroeconomic scenarios.
A quantitative framework for modeling Operational Risk Capital under Basel III standards using the Loss Distribution Approach (LDA). Implements Monte Carlo convolution of Poisson frequency and Generalized Pareto (Heavy-Tailed) severity distributions to calculate the 99.9% Value at Risk (VaR).
Designed a comprehensive Regulatory Reporting Simulator to replicate large-bank reporting processes under U.S. regulatory requirements. Engineered automated workflows for data consolidation, error detection, and regulatory submission formats. Delivered a realistic sandbox for compliance analytics and audit simulations.
📊 Model operational risk capital using the Loss Distribution Approach (LDA) and Monte Carlo methods for accurate economic risk assessment.
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