This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk management (QRM) using the Generalized Pareto Distribution (GPD) from the Extreme Value Theory (EVT) approach.

The significance test for Granger causality of financial risks in stock indices

Macro-financial stress testing framework projecting UK bank capital under baseline and adverse macroeconomic scenarios.

A Power BI fraud detection system analyzing 6.4 million transactions. Identified $12B in financial losses, detected "Night Owl" attack patterns (2 AM–6 AM), and uncovered critical security loopholes in mobile money transfers.

This is a front-end system for systematic financial risk data visualization. It provides comprehensive monitoring and analysis of financial market pressure indicators across multiple dimensions including bond market, foreign exchange market, stock market, derivatives market, and money market.