Metadata-Version: 2.5
Name: riskval
Version: 0.0.1
Summary: Regulatory validation battery for credit-risk and market-risk models: PD calibration tests, VaR/ES backtests, Basel IRB capital.
Project-URL: Homepage, https://github.com/muratsahin/riskval
Project-URL: Issues, https://github.com/muratsahin/riskval/issues
Author: Murat Sahin
License-Expression: MIT
Keywords: backtesting,basel,calibration,credit-risk,model-risk,model-validation
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Topic :: Scientific/Engineering :: Mathematics
Requires-Python: >=3.10
Requires-Dist: numpy>=1.24
Requires-Dist: pandas>=2.0
Requires-Dist: scipy>=1.10
Provides-Extra: dev
Requires-Dist: build; extra == 'dev'
Requires-Dist: pytest-cov; extra == 'dev'
Requires-Dist: pytest>=8; extra == 'dev'
Requires-Dist: ruff; extra == 'dev'
Requires-Dist: twine; extra == 'dev'
Description-Content-Type: text/markdown

# riskval

Regulatory validation battery for credit- and market-risk models.

**Status: skeleton. Name reserved on PyPI.**
