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Restructuring of notebook gallery (#367)
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* Restructuring of notebook gallery

* Update nbviewer link to Github

* Upgrade pandas-profiling and updated customer-churn pickle files

* fixed broken testing due to path slash

* Fixed broken customer churn
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HuifangYeo authored Oct 4, 2022
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# Database logs
*trace.db
notebooks/credit-card-fraud-detection/logs.log
*.log
*.zip
notebooks/01-use-cases/finance/risk-management/operational-risk/credit-card-fraud-detection/output/*.csv
notebooks/01-use-cases/finance/risk-management/credit-risk/ifrs9/lending-club-data/risk-engine/*.csv
notebooks/01-use-cases/finance/risk-management/credit-risk/xva/data-prev/*.csv
notebooks/01-use-cases/finance/risk-management/credit-risk/xva/data/*.csv
notebooks/01-use-cases/finance/risk-management/credit-risk/xva/what-if/*.csv
notebooks/01-use-cases/finance/risk-management/credit-risk/ifrs9/lending-club-data/*.csv
864 changes: 456 additions & 408 deletions README.md

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<p align="center">
<img src="https://data.atoti.io/notebooks/banners/logo.png" alt="atoti logo">
</p>

<p align="center">
<a href="https://github.com/atoti/atoti/discussions"><img src="https://img.shields.io/github/discussions/atoti/atoti" alt="GitHub Discussion"></a>
<a href="https://hits.seeyoufarm.com"><img src="https://hits.seeyoufarm.com/api/count/incr/badge.svg?url=https%3A%2F%2Fgithub.com%2Fatoti%2Fnotebooks&count_bg=%23FF7375&title_bg=%23555555&icon=&icon_color=%23E7E7E7&title=hits&edge_flat=false" alt="Hits"></a>
<a href="https://stackoverflow.com/questions/tagged/atoti"><img src="https://img.shields.io/badge/StackOverflow-atoti-f58024.svg" alt="stackoverflow"></a>
</p>


## Financial use cases

<ol><li>
<details open>
<summary><b>Front Office</b></summary><blockquote>
<br/>

<table>

<img src="https://data.atoti.io/notebooks/banners/Atoti_plus_RVB_Icon.png" width="15px"/><b> indicates requires Atoti+</b>

<tr>
<td><b>Notebooks</b></td>
<td><b>Related media</b></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/front-office/cumulative-pnl/main.ipynb">&nbsp;cumulative-pnl&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/dynamic-performance-analytics-handling-of-non-linear-aggregation/?utm_source=github">📰&nbsp;Dynamic Performance Analytics: Handling of non-linear aggregation</a></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/front-office/pnl-explained/main.ipynb">&nbsp;pnl-explained&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/pnl-explained-with-atoti/?utm_source=github">📰&nbsp;PnL Explained with atoti</a></td>
</tr>
<tr>
<td rowspan="2"><a href="notebooks/01-use-cases/finance/front-office/real-time-risk/main.ipynb">&nbsp;real-time-risk&nbsp;</a></td>
<td><a href="https://www.atoti.io/guides/implementing-real-time-sources-with-atoti/?utm_source=github">📰&nbsp;Implementing real-time sources with atoti</a></td>
</tr>
<tr>
<td valign="center"><a href="https://www.atoti.io/guides/implementing-real-time-sources-with-atoti/?utm_source=github">📰&nbsp;Real-time risk analytics with atoti</a></td>
</tr>
</table>
<br/>
</blockquote></details>

</li><li>
<details open>
<summary><b>Risk Management</b></summary><blockquote>
<br/>

<ul><li>
<details open>
<summary><b>Credit Risk</b></summary><blockquote>
<br/>

<table>

<img src="https://data.atoti.io/notebooks/banners/Atoti_plus_RVB_Icon.png" width="15px"/><b> indicates requires Atoti+</b>

<tr>
<td><b>Notebooks</b></td>
<td><b>Related media</b></td>
</tr>
<tr>
<td rowspan="2"><a href="notebooks/01-use-cases/finance/risk-management/credit-risk/ifrs9/main.ipynb">&nbsp;ifrs9&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/ifrs-9-data-viz-ecl-pd-analytics-and-the-vintage-matrix/?utm_source=github">📰&nbsp;IFRS 9 Data Viz: ECL, PD Analytics and the Vintage Matrix</a></td>
</tr>
<tr>
<td valign="center"><a href="https://www.atoti.io/articles/tutorial-how-to-build-an-ifrs-9-solution-with-python-and-atoti/?utm_source=github">📰&nbsp;Tutorial: How to build an IFRS 9 solution with Python and atoti</a></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/risk-management/credit-risk/sa-ccr/main.ipynb">&nbsp;sa-ccr&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/sa-ccr-with-python-and-atoti/?utm_source=github">📰&nbsp;SA-CCR with python and atoti</a></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/risk-management/credit-risk/xva/main.ipynb">&nbsp;xva&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/interactive-xva-analytics-with-python-and-atoti/?utm_source=github">📰&nbsp;Interactive xVA analytics with Python and atoti</a></td>
</tr>
<tr>
<td rowspan="1"><a href="/notebooks/01-use-cases/finance/treasury/collateral-shortfall-forecast/notebooks/main.ipynb">&nbsp;collateral-shortfall-forecast&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/collateral-modelling-and-simulation-using-atoti-and-machine-learning/?utm_source=github">📰&nbsp;Collateral Modelling and Simulation Using atoti and Machine Learning</a></td>
</tr>
</table>
<br/>
</blockquote></details>
</li><li>
<details open>
<summary><b>Market Risk</b></summary><blockquote>
<br/>

<table>

<img src="https://data.atoti.io/notebooks/banners/Atoti_plus_RVB_Icon.png" width="15px"/><b> indicates requires Atoti+</b>

<tr>
<td><b>Notebooks</b></td>
<td><b>Related media</b></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/risk-management/market-risk/sbm/main.ipynb">&nbsp;sbm&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/faster-algorithm-for-frtb-sbm-risk-aggregation/?utm_source=github">📰&nbsp;Faster Algorithm for FRTB SBM Risk Aggregation</a></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/risk-management/market-risk/stressed-var-calibration/main.ipynb">&nbsp;stressed-var-calibration&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/market-risk-analytics-in-python-interactive-rolling-var/?utm_source=github">📰&nbsp;Market risk analytics in python: Interactive rolling VaR</a></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/front-offices/main.ipynb">&nbsp;pnl-explained&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/pnl-explained-with-atoti/?utm_source=github">📰&nbsp;PnL Explained with atoti</a></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/risk-management/market-risk/value-at-risk/main.ipynb">&nbsp;value-at-risk&nbsp;</a></td>
<td>&nbsp</td>
</tr>
</table>
<br/>
</blockquote></details>
</li><li>
<details open>
<summary><b>Operational Risk</b></summary><blockquote>
<br/>

<table>

<img src="https://data.atoti.io/notebooks/banners/Atoti_plus_RVB_Icon.png" width="15px"/><b> indicates requires Atoti+</b>

<tr>
<td><b>Notebooks</b></td>
<td><b>Related media</b></td>
</tr>
<tr>
<td rowspan="2"><a href="notebooks/01-use-cases/finance/risk-management/operational-risk/credit-card-fraud-detection/main.ipynb">&nbsp;credit-card-fraud-detection&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/credit-card-fraud-detection-part1/?utm_source=github">📰&nbsp;Part 1: Investigating fraudulent transactions real-time with atoti</a></td>
</tr>
<tr>
<td valign="center"><a href="https://www.atoti.io/articles/credit-card-fraud-detection-part2//?utm_source=github">📰&nbsp;Part 2: Fraud detection with Faker and PyCaret</a></td>
</tr>
</table>
<br/>
</blockquote></details>
</li>
</ul>
<br/>
</blockquote></details>

</li><li>
<details open>
<summary><b>Treasury</b></summary><blockquote>
<br/>

<table>

<img src="https://data.atoti.io/notebooks/banners/Atoti_plus_RVB_Icon.png" width="15px"/><b> indicates requires Atoti+</b>

<tr>
<td><b>Notebooks</b></td>
<td><b>Related media</b></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/treasury/collateral-shortfall-forecast/main.ipynb">&nbsp;collateral-shortfall-forecast&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/collateral-modelling-and-simulation-using-atoti-and-machine-learning/?utm_source=github">📰&nbsp;Collateral Modelling and Simulation Using atoti and Machine Learning</a></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/treasury/collateral-shortfall-monitoring/main.ipynb">&nbsp;collateral-shortfall-monitoring&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/rapid-collateral-modelling-and-simulation-with-atoti/?utm_source=github">📰&nbsp;Rapid collateral modelling and simulation with atoti</a></td>
</tr>
</table>
<br/>
</blockquote></details>

</li><li>
<details open>
<summary><b>Insurance</b></summary><blockquote>
<br/>

<table>

<img src="https://data.atoti.io/notebooks/banners/Atoti_plus_RVB_Icon.png" width="15px"/><b> indicates requires Atoti+</b>

<tr>
<td><b>Notebooks</b></td>
<td><b>Related media</b></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/insurance/customer 360/03-main-csv.ipynb">&nbsp;customer 360&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/customer-360-how-it-can-be-achieved-with-atoti/?utm_source=github">📰&nbsp;Customer 360: How it can be achieved with atoti</a></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/insurance/price-elasticity/main.ipynb">&nbsp;price-elasticity&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/unravel-price-elasticity-of-demand-with-atoti/?utm_source=github">📰&nbsp;Unravel price elasticity of demand with atoti</a></td>
</tr>
</table>
<br/>
</blockquote></details>

</li></ol>


<br/>
<p align="center">
Reach out to <a href="https://www.activeviam.com/contact-us/"><img src="https://data.atoti.io/notebooks/banners/ActiveViam-RVB-150dpi.png" alt="atoti logo" width="150px" /></a> for more information.
</p>
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<p align="center">
<img src="https://data.atoti.io/notebooks/banners/logo.png" alt="atoti logo">
</p>

<p align="center">
<a href="https://github.com/atoti/atoti/discussions"><img src="https://img.shields.io/github/discussions/atoti/atoti" alt="GitHub Discussion"></a>
<a href="https://hits.seeyoufarm.com"><img src="https://hits.seeyoufarm.com/api/count/incr/badge.svg?url=https%3A%2F%2Fgithub.com%2Fatoti%2Fnotebooks&count_bg=%23FF7375&title_bg=%23555555&icon=&icon_color=%23E7E7E7&title=hits&edge_flat=false" alt="Hits"></a>
<a href="https://stackoverflow.com/questions/tagged/atoti"><img src="https://img.shields.io/badge/StackOverflow-atoti-f58024.svg" alt="stackoverflow"></a>
</p>


## Financial use cases for Front Office


<table>

<img src="https://data.atoti.io/notebooks/banners/Atoti_plus_RVB_Icon.png" width="15px"/><b> indicates requires Atoti+</b>

<tr>
<td><b>Notebooks</b></td>
<td><b>Related media</b></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/front-office/cumulative-pnl/main.ipynb">&nbsp;cumulative-pnl&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/dynamic-performance-analytics-handling-of-non-linear-aggregation/?utm_source=github">📰&nbsp;Dynamic Performance Analytics: Handling of non-linear aggregation</a></td>
</tr>
<tr>
<td rowspan="1"><a href="notebooks/01-use-cases/finance/front-office/pnl-explained/main.ipynb">&nbsp;pnl-explained&nbsp;</a></td>
<td><a href="https://www.atoti.io/articles/pnl-explained-with-atoti/?utm_source=github">📰&nbsp;PnL Explained with atoti</a></td>
</tr>
<tr>
<td rowspan="2"><a href="notebooks/01-use-cases/finance/front-office/real-time-risk/main.ipynb">&nbsp;real-time-risk&nbsp;</a></td>
<td><a href="https://www.atoti.io/guides/implementing-real-time-sources-with-atoti/?utm_source=github">📰&nbsp;Implementing real-time sources with atoti</a></td>
</tr>
<tr>
<td valign="center"><a href="https://www.atoti.io/guides/implementing-real-time-sources-with-atoti/?utm_source=github">📰&nbsp;Real-time risk analytics with atoti</a></td>
</tr>
</table>


<br/>
<p align="center">
Reach out to <a href="https://www.activeviam.com/contact-us/"><img src="https://data.atoti.io/notebooks/banners/ActiveViam-RVB-150dpi.png" alt="atoti logo" width="150px" /></a> for more information.
</p>
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"\n",
"The example can be adjusted, for example, instead of product you can use summation over time, and the daily measure can be any profit-and-loss metric that you could think of.\n",
"\n",
"[In case you’re unable to see the atoti visualizations in GitHub, try viewing the notebook in [nbviewer](https://nbviewer.org/github/atoti/notebooks/blob/master/cumulative-pnl/notebooks/cumulative-pnl/main.ipynb)."
"\\[_In case you’re unable to see the atoti visualizations in GitHub, try viewing the notebook in [nbviewer](https://nbviewer.org/github/atoti/notebooks/blob/main/notebooks/01-use-cases/finance/front-office/cumulative-pnl/main.ipynb)._] "
]
},
{
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"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.9.12"
"version": "3.9.13"
}
},
"nbformat": 4,
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"metadata": {},
"source": [
"## PnL Explain : Estimating PnL using sensitivities and Market Data\n",
"\\[_In case you’re unable to see the atoti visualizations in GitHub, try viewing the notebook in [nbviewer](https://nbviewer.org/github/atoti/notebooks/blob/master/notebooks/pnl-explained/main.ipynb)._]\n",
"\\[_In case you’re unable to see the atoti visualizations in GitHub, try viewing the notebook in [nbviewer](https://nbviewer.org/github/atoti/notebooks/blob/main/notebooks/01-use-cases/finance/front-office/pnl-explained/main.ipynb)._]\n",
"\n",
"For more context and definitions around pnl explained, [check out our article on atoti.io](https://www.atoti.io/pnl-explained-with-atoti/).\n",
"\n",
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