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Achievement: Pair Extraordinairex3Achievement: QuickdrawAchievement: Pull Sharkx2Achievement: YOLO

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Brunosavastano/README.md

Bruno Savastano

Sovereign Risk Analyst based in Brazil. I build reproducible macro and risk models, with a focus on Brazilian monetary policy, sovereign credit, and commodity-linked risk.

What I work on

  • Macro modeling — DSGE replication (SAMBA/BCB), VAR/VECM forecasting, Bayesian estimation
  • Monetary policy analytics — COPOM communication, Focus survey diagnostics, Selic path analysis
  • Sovereign & commodity risk — country risk reports, oil price scenarios, credit forecasting
  • AI tooling for research — LLM-assisted analysis pipelines and advisory systems

Selected projects

  • samba-dsge-br — Public, modular, auditable replica of the SAMBA/DSGE model for Brazil
  • copom-watch — Reproducible toolkit for Brazilian monetary policy communication
  • macro-credit-forecast-bcb — IPCA, Selic, and credit forecasting with BCB data, VAR/VECM, and Streamlit
  • oil-price-risk-report — Scenario analysis on Brent crude under geopolitical stress

Stack

Python · R · statsmodels · PyMC · Dynare · Streamlit · pandas · python-bcb

Connect

Open to collaboration on macro research, sovereign risk modeling, and applied AI in finance.

Pinned Loading

  1. samba-dsge-br samba-dsge-br Public

    Replica publica, modular e auditavel do modelo SAMBA/DSGE Brasil

  2. copom-watch copom-watch Public

    COPOM Watch: reproducible macro research toolkit for Brazilian monetary policy communication and Focus/Selic diagnostics

    Python 1

  3. macro-credit-forecast-bcb macro-credit-forecast-bcb Public

    Forecast macroeconomico de IPCA, Selic e credito com dados BCB, VAR/VECM e Streamlit.

    Python

  4. oil-price-risk-report oil-price-risk-report Public

    Global risk report: Brent crude oil price analysis (Dec 2025 – Mar 2026) in the context of US-Iran war

    HTML