Pyvorin for Regulatory Reporting

MiFID II Transaction Reporting

Parse, validate, and enrich millions of trade records. Compilation accelerates the enrichment pipeline.

def enrich_trade(trade, reference_data):
    trade['isin'] = reference_data.get(trade['symbol'])
    trade['venue'] = classify_venue(trade['exchange'])
    trade['reportable'] = is_reportable(trade)
    return trade

Basel III Capital Calculations

Risk-weighted asset computations across large loan portfolios.

Dodd-Frank Stress Scenarios

Scenario aggregation and capital adequacy reporting.