merton.scenarios.predefined¶
Packaged reference scenarios.
The submodules in merton.scenarios.predefined collect scenarios from
well-known supervisory and academic sources, ready to drop into a stress
pipeline:
merton.scenarios.predefined.ngfs— NGFS Phase V (2024) climate scenarios for central banks and supervisors.
CCAR (Federal Reserve) and EBA (European Banking Authority) packs are slated for Phase 1.1+.