A Bayesian VAR Framework for US Macro-Financial Forecasting and Stress-Test Scenario Design. Forecasts eleven US variables and generates DFAST-style stress scenarios, with a live interactive dashboard.

Production-style CRE credit-risk modeling pipeline — Python package + R/auto.arima companion + SQLAlchemy persistence + Streamlit dashboard. FRED, Google Mobility, Boston Zoning. pytest + CI.

public-data macro-financial stress test for JPMorgan Chase, integrating credit risk, regulatory capital, liquidity analysis, DFAST-style scenarios and reproducibility documentation.