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feat: add tail risk attribution dashboard - #6

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RichaShiny merged 2 commits into
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feat/tail-risk-attribution-dashboard
Sep 17, 2026
Merged

RichaShiny merged 2 commits into
mainfrom
feat/tail-risk-attribution-dashboard

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Adds the interactive Streamlit layer and methodology documentation for the paired tail-risk attribution engine already merged on main.

What this adds:

  • average and tail-conditioned marginal cascade-exposure contribution by collateral asset
  • tail bad-debt attribution
  • probability of positive marginal contribution
  • secondary-liquidation and endogenous-price-impact contribution views
  • scenario-level shock-versus-contribution inspection
  • explicit documentation that leave-one-asset-out effects are marginal counterfactual effects, not an additive decomposition
  • README methodology, validation coverage, dashboard description, and project-structure updates

This follow-up does not change the attribution engine itself. It exposes and documents the already-tested model.

Please review and merge manually.

@RichaShiny
RichaShiny merged commit 4973313 into main Sep 17, 2026
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