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pyvar-alm
33 functions: Duration gap, NII/EVE, IRRBB 6 shocks, repricing, NMD, FTP
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1 in the Claude listing
Pyvar alm
Activate for ALM and balance sheet: duration gap, NII simulation, EVE, IRRBB (six shocks), repricing gap, NMD behavioural models, prepayment, FTP, or ALM stress testing.
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