Malaysia economy
Banking and Financial Stress Analysis (Malaysia)
A financial stress analysis that runs credit anomaly detection across commercial and Islamic banking portfolios in Malaysia. It tracks the household debt service ratio and the gross impaired loans ratio, and compares MGS and corporate bond credit spread curves from Tables 4.3, 4.4 and 4.6.
Overview
Install
pip install -r requirements.txt
pytest -v
streamlit run app.py
Docs
The full documentation covers how it works, configuration and results.