The first batch of open source demos for credit portfolio calculations is now available here
You may also like
Open Risk released version 0.1 of the Transition Matrix Library Motivation State transition phenomena where a system exhibits stochastic (random) migration between […]
First Release: OpenCPM NPL Database Further building out the OpenCPM set of tools, we took the Eupean Banking Authority’s recommended Non-Performning Loan […]
At Open Risk we are firm believers in balancing art and science when developing quantitative risk tools. The introduction of the IFRS […]
The new IFRS 9 financial reporting standard IFRS 9 (and the closely related CECL) is a brand new financial reporting standard developed […]
