Implementation of ISDA SIMM v2.3~2.6
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Jun 25, 2026 - Python
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initial-margin
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A .NET implementation of Initial Margin models.
risk-analysis risk-models quantitative-finance financial-data financial-analysis sensitivities financial-markets risk-management quantitative-analysis crif quantitative-methods financial-instruments simm initial-margin
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Nov 2, 2019 - C#
Independent validation framework for CCP-style initial margin models, including VaR, margin add-ons, backtesting, stress testing, sensitivity analysis, procyclicality monitoring, and model-risk governance.
python stress-testing ccp value-at-risk model-validation backtesting initial-margin streamlit financial-risk model-risk
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Jul 14, 2026 - Python
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