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early-warning-indicators

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chirindaopensource / dynamic_threshold_distress_contagion_in_heterogeneous_financial_networks

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End-to-End Python implementation of Feng's (2026) scalable systemic-risk analytics engine. Implements: exact rank-K reduction of finite-N interbank networks to macroscopic feedback ODEs, directed graphon limits with Wasserstein stability bounds, and indicator-loss well-posedness theory for scalable, provably convergent, auditable risk analytics.

python reproducible-research jupyter-notebook network-science stress-testing monte-carlo-simulation dynamical-systems mathematical-finance numerical-analysis singular-value-decomposition low-rank-approximation financial-contagion systemic-risk early-warning-indicators wasserstein-distance measure-theoretic-probability financial-networks graphon-theory empirical-process-theory sovereign-exposure
  • Updated Aug 8, 2026
  • Jupyter Notebook

gbadedata / credit-risk-monitoring

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A credit-risk portfolio monitoring suite and committee MI pack: vintage performance, delinquency, scorecard drift (PSI), concentration, and a RAG early-warning dashboard.

python dashboard jupyter-notebook banking credit-scoring risk-management portfolio-analysis credit-risk model-monitoring early-warning-indicators delinquency management-information population-stability-index regulatory-reporting model-drift financial-risk concentration-risk portfolio-monitoring vintage-analysis risk-reporting
  • Updated Jun 30, 2026
  • Jupyter Notebook

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