banking-book

Here are 2 public repositories matching this topic...

danielep71 / K-IRRBB-NMDs

K-IRRBB behavioral models in Excel/VBA for interest rate risk in the banking book: non-maturity deposit stability, decay, interest rate pass-through, calibration, scenario analysis, and backtesting.

excel vba alm model-validation risk-management backtesting nmd basel-iii irrbb interest-rate-risk banking-book non-maturity-deposits deposit-modeling

Updated Oct 24, 2026
VBA

danielep71 / K-IRRBB-Prepayment_Models

Star

Repository foundations for a planned Excel/VBA toolkit to model loan prepayments and independently benchmark behavioural assumptions for IRRBB and ALM. Setup stage: no workbook, model engine or validated numerical outputs yet.

excel vba alm model-validation risk-management backtesting irrbb interest-rate-risk banking-book prepayment-modeling loan-prepayments behavioural-models

Updated Oct 24, 2026
Python

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