A Bayesian VAR Framework for US Macro-Financial Forecasting and Stress-Test Scenario Design. Forecasts eleven US variables and generates DFAST-style stress scenarios, with a live interactive dashboard.
Bank-quarter panel databases for DFAST peer benchmarking, built twice from two independent sources: SEC EDGAR (XBRL, filing HTML, IR supplements) and FFIEC Call Reports with FDIC BankFind history for pre-2012 thrifts
public-data macro-financial stress test for JPMorgan Chase, integrating credit risk, regulatory capital, liquidity analysis, DFAST-style scenarios and reproducibility documentation.
Production-style CRE credit-risk modeling pipeline — Python package + R/auto.arima companion + SQLAlchemy persistence + Streamlit dashboard. FRED, Google Mobility, Boston Zoning. pytest + CI.
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