OTC Counterparty Credit Risk & IMM Quant Lab — 5 Bank-Style Projects
₹1499
Use coupon code IMM20 at checkout for 20% off.
About this resource
Build counterparty credit risk the way a bank quant thinks about it: exposures first, models second, controls always. This Desk2Quant lab combines five executable OTC CCR/IMM projects with a 67-page interactive regulatory & modelling reference, public market-data snapshots, constructed trade portfolios, reusable Python source code, validation tests, exposure profiles and methodology notes.
You will work through USD IRS exposure, cross-asset IRS + FX netting, nonlinear FX options, CSA margin/dispute mechanics, and cross-currency swaps with collateral-currency effects. Included: 5 executed Jupyter notebooks, 5 HTML notebooks, 20 CSV outputs, 21 figures, 8+ PDFs, reusable otc_imm source package, public/constructed data, regression tests, licensing/provenance notes, and an interactive conceptual IMM reference.
Positioning: realistic educational bank-risk quant projects with transparent production gaps. This is not represented as a bank-proprietary or regulator-approved production IMM engine. Launch offer: use code IMM20 for 20% off.
What you get
- Instant digital delivery by email after purchase
- Written by a practising quantitative risk modeller
- Desk-focused material, not textbook theory
Delivery & refunds
Access is delivered by email immediately after payment. See our terms and privacy policy.
Frequently asked questions
How is OTC Counterparty Credit Risk & IMM Quant Lab — 5 Bank-Style Projects delivered?
Access is delivered digitally by email after payment is verified. Keep the purchase email so you can find the delivery link later.
Who is OTC Counterparty Credit Risk & IMM Quant Lab — 5 Bank-Style Projects designed for?
It is designed for quantitative-finance candidates and practitioners who want desk-focused explanations, practical diagnostics and interview-ready reasoning.
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