GitHub - tbenacci/MBS-Market-Risk-Case-Study: This is a project I made that summarizes the mathematical and data processes of particular concern to a market risk analyst monitoring the value and risk of mortgage backed securities.

See the Project_WriteUp.html for a summary of what each .Rmd file contributes to the project. See the FullRun.html to see the .Rmd files full code and visual outputs.

Name		Name	Last commit message	Last commit date
.gitattributes		.gitattributes
FullRun.Rmd		FullRun.Rmd
FullRun.html		FullRun.html
M01_IR_Model.Rmd		M01_IR_Model.Rmd
M02_Prepayment.Rmd		M02_Prepayment.Rmd
M03_OAS_Valuation.Rmd		M03_OAS_Valuation.Rmd
M04_Risk_Metrics.Rmd		M04_Risk_Metrics.Rmd
M05_Stress_Testing.Rmd		M05_Stress_Testing.Rmd
M06_Systems.Rmd		M06_Systems.Rmd
M07_Model_Validation.Rmd		M07_Model_Validation.Rmd
Project_WriteUp.html		Project_WriteUp.html
README.md		README.md

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