SFT Counterparty Credit Risk & IMM Quant Lab — 5 Bank-Style Projects
₹1499
Use coupon code SFT20 at checkout for 20% off.
About this resource
Build SFT counterparty risk the way a bank quant has to reason about it: transaction economics, legal netting, collateral state, margin timing, MPOR and tail exposure. This Desk2Quant lab contains five executable bank-style SFT/IMM projects, a 57-page interactive SFT IMM regulatory & modelling reference, public market-data snapshots, constructed trade inventories, reusable Python source code, regression tests, exposure outputs and methodology notes.
You will work through a public-data Treasury repo reconstruction, GMRA netting across repo/reverse-repo trades, margin settlement failures and disputes, securities lending with wrong-way risk, and cross-currency collateral mismatch. Included: 5 executed Jupyter notebooks, interactive HTML notebooks, input datasets, output CSVs, methodology PDFs, reusable source code, validation tests, START_HERE guide, data inventory and a full realism/data audit.
Positioning: realistic educational bank-risk-quant projects with transparent production gaps. The compact project EAD outputs are educational proxies and are not represented as approved regulatory IMM capital calculations. Launch offer: use code SFT20 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 SFT 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 SFT 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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