This guide walks you through the configuration and execution of the value at risk solution accelerator. Based on previous implementations, we estimate the time for an overall POC duration to be around 10 days.
Although executed through multiple notebooks, this solution is configured using external configuration file.
See application.yaml for more information about each configuration item.
This configuration will be used in configure_notebook and 'injected' in each notebook
as follows. Please note that the portfolio used in that POC is provided as an external file
and accessible through the configuration variable portfolio. In real-life scenario, this would be read from an
external table or as job argument.
%run config/configure_notebook
For any issue, please raise ticket to github project directly.