User Documentation

Leontief is a C++ toolkit to work with economic Input-Output models.

concentrationMetrics is a python library for the computation of various concentration, diversification and inequality indices. The library aims to implement the computation of all well known indexes of inequality and concentration along with confidence intervals.

correlationMatrix is a Python powered library for the statistical analysis and visualization of correlation phenomena. It can be used to analyze any dataset that captures timestamped values (timeseries) The present use cases focus on typical analysis of market correlations, e.g., via factor models

A python library that provides semi-analytical functions useful for testing the accuracy of credit portfolio simulation models

tailRisk is a C++ library for the calculation of various tail risk measures. Tail Risk is a core concept in Quantitative Risk Management , relevant in particular in Market Risk and Credit Risk Management. Tail Risk is both an informal term denoting unusually occurring tail events and a more precise term denoting concrete classes of risk measures

transitionMatrix is a Python powered library for the statistical analysis and visualization of state transition phenomena. It can be used to analyze any dataset that captures timestamped transitions in a discrete state space. Use cases include credit rating transitions, system state event logs etc.

Solstice is an economic network simulation framework. The primary outcomes are quantitative analyses of the behavior of economic systems under uncertainty. It can be used both as a production tool in a portfolio / risk management context or as a research tool. The objective is to provide a performant, easily usable, extensible simulation framework to support economic network analysis.

A warm welcome to the Equinox world! These pages serve as general User Documentation for Equinox. Technical documentation links are provided at the end of this page. If you are not familiar with the Equinox platform, a high level overview of its objectives and capabilities is available in the functionality overview.

FuriousBanker is an educational game series (in the serious game genre) developed by Open Risk to enable modern interactive eLearning for people working or studying to work in financial risk management. The game concepts and logic are directly derived from realistic situations and tools used in practice (but may have been simplified and/or dramatized).