Open Risk Sitemap

Open Risk Sitemap

Sitemap

A summary of links to various Open Risk resources

General

Open Risk Academy

OpenCPM

Open Risk Manual

FAQ and Feedback

Current Projects

Anybody interested in the development of open source risk management tools is welcome to join our gitter channels where we coordinate our activities. We are operating a Github repository for the collaborative development of open source risk management tools

The number and maturity of available libraries is monotonically growing, here is a sampler of the current list (check out the repository for various other projects in alpha stage):

  • openLGD is a Python powered library for the statistical estimation of Credit Risk Loss Given Default models. It can be used both as standalone library and in a federated learning context where data remain in distinct (separate) servers
  • openNPL is an open source platform for the management of non-performing loans. It implements detailed European Banking Authority loan templates for NPL data enabling the collection and easy management of loan data according to best-practices
  • 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.
  • 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 analyses of market correlations, e.g via factor models
  • concentrationMetrics is a python library for the computation of various concentration, diversification and inequality indices.
  • portfolioAnalytics is a python library that provides semi-analytical functions useful for testing the accuracy of credit portfolio simulation models
  • openSecuritisation a proposal for a simple, open and transparent securitisation modeling framework

Cumulative List of White Papers