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.