Macro-financial stress testing framework projecting UK bank capital under baseline and adverse macroeconomic scenarios.

Designed a comprehensive Regulatory Reporting Simulator to replicate large-bank reporting processes under U.S. regulatory requirements. Engineered automated workflows for data consolidation, error detection, and regulatory submission formats. Delivered a realistic sandbox for compliance analytics and audit simulations.

A quantitative framework for modeling Operational Risk Capital under Basel III standards using the Loss Distribution Approach (LDA). Implements Monte Carlo convolution of Poisson frequency and Generalized Pareto (Heavy-Tailed) severity distributions to calculate the 99.9% Value at Risk (VaR).

Basel III is a comprehensive global regulatory framework developed by the Basel Committee on Banking Supervision (BCBS) in response to the 2007-2008 financial crisis.

Basel Compliance covers the regulatory frameworks and technical standards issued by the Basel Committee on Banking Supervision (BCBS) at the Bank for International Settlements. The Basel Accords establish minimum capital adequacy, leverage, liquidity, and risk management requirements for internationally active banks.

📊 Model operational risk capital using the Loss Distribution Approach (LDA) and Monte Carlo methods for accurate economic risk assessment.