prepayment-modeling

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danielep71 / K-IRRBB-Prepayment_Models

Repository foundations for a planned Excel/VBA toolkit to model loan prepayments and independently benchmark behavioural assumptions for IRRBB and ALM. Setup stage: no workbook, model engine or validated numerical outputs yet.

excel vba alm model-validation risk-management backtesting irrbb interest-rate-risk banking-book prepayment-modeling loan-prepayments behavioural-models

Updated Oct 21, 2026
Python

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