Pinned Repositories
-measuring-volatility-spillovers
Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019
acceess-to-Databanks-
To access datas from databanks Microsift Accesss
access_SQL_ZDA-database-
ETL process in from SQL database (bank specific) with python
Accuracy-Ratio-AR-and-ROC-in-Credit-Ratings-validation
Estimation of Accuracy Ratio AR and ROC in Credit Ratings validation
Automatization-CB-Reporting-
the File contains fully automated process for preparing uz regulatory reporting, also known as 21-Table.
Credit-Portfolio-IBS-Uzb
The file contains the the credit portfolio from ABS Systems for preparing reporting and analysis in Risk management department
EBA-ST-Market-und-Liquidity-risks
THe KPI in Credit risk of Risk Management to analyse the rating performances in t and t-1 in cross table form.
Estimation-of-VaR-Es-with-methods-
Market Risk , Risk Management, VaR calculation wih historical, var covar method
Rating-Migration-
Rating Migration Reporting for executive commitee (Vorstand), IRBA, Validation, Credit Ratings
Reporting-automatization
Rating reporting
sardormirzaev's Repositories
sardormirzaev/-measuring-volatility-spillovers
Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019
sardormirzaev/acceess-to-Databanks-
To access datas from databanks Microsift Accesss
sardormirzaev/access_SQL_ZDA-database-
ETL process in from SQL database (bank specific) with python
sardormirzaev/Accuracy-Ratio-AR-and-ROC-in-Credit-Ratings-validation
Estimation of Accuracy Ratio AR and ROC in Credit Ratings validation
sardormirzaev/Automatization-CB-Reporting-
the File contains fully automated process for preparing uz regulatory reporting, also known as 21-Table.
sardormirzaev/Credit-Portfolio-IBS-Uzb
The file contains the the credit portfolio from ABS Systems for preparing reporting and analysis in Risk management department
sardormirzaev/EBA-ST-Market-und-Liquidity-risks
THe KPI in Credit risk of Risk Management to analyse the rating performances in t and t-1 in cross table form.
sardormirzaev/Estimation-of-VaR-Es-with-methods-
Market Risk , Risk Management, VaR calculation wih historical, var covar method
sardormirzaev/Pipeline-ETL-
The example project where the automated ETL process is demonstrated with open data source
sardormirzaev/Rating-Migration-
Rating Migration Reporting for executive commitee (Vorstand), IRBA, Validation, Credit Ratings
sardormirzaev/Reporting-automatization
Rating reporting