SkillsLib.ai

Risk Models

3 skills available

VaR/CVaR Backtesting & Validation Framework
$45
3.9(30)
VaR/CVaR Backtesting & Validation Framework

Build production-grade VaR/CVaR backtesting frameworks with validation & stress testing

VaR & Stress Testing Framework Builder
$40
4.0(24)
VaR & Stress Testing Framework Builder

Build validated VaR and stress testing models with regulatory compliance

Value-at-Risk Model Builder for Quantitative Analysts
$45
4.0(32)
Value-at-Risk Model Builder for Quantitative Analysts

Build and validate Value-at-Risk models with multiple methodologies for portfolio risk assessment