A python module of analytic solutions suitable for testing credit portfolio models has been uploaded in the Open Risk github repository
You may also like
Release of version 0.4 of the Concentration Library adds Geographic / Industrial concentration indexes Further building out the OpenCPM set of tools, […]
Regnews: Financial Regulatory News Aggregation Version 1.2 The #RegNews Aggregator is a web app developed by OpenRisk to assist with keeping abreast […]
Release of version 0.4.1 of the transitionMatrix package focuses on stressing transition matrices Further building the open source OpenCPM toolkit this realease […]
What are European Safe Bonds? While the creation of the eurozone was a landmark of the European integration process, the financial crisis […]
