Overview
The davinci platform contains serveral resource for running myriad Banking Analytics including
The library provides various tools for running various statistical analyses including common regression tools.
For analysts that wish to put their models in context, the economics corner contains tools and resources for doing broader economic analysis.
User Tracks
The following examples each work through a complete solution for the specified problem.
Fitting a Yield Curve
Fits a function to a set of yield points in order to construct a smooth curve.
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Analyze the Credit Risk of a Loan Portfolio
Uses basic techniques to assess the risk of the typical bank loan. Then aggregates that risk up
to the portfolio level for a value at risk measure.
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Analyze the Banks Liquidity
Forecasts the cash flows from the banks portfolio and compares against expected outflows.
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Banks Fixed Income Risk
Forecasts the cash flows from the banks assets and then assesses the risks inherent in changing interest rates
to the value of the banks assets.
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Structured Security Cash Flows
Goes through an example of forecasting cash flows from a structured security.
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