The first batch of open source demos for credit portfolio calculations is now available here
You may also like
Correlation Radar added to the Dashboard About the Correlation Radar: The EU Risk Dashboard is a web app developed by OpenRisk to […]
Credit Portfolio PnL volatility under IFRS 9 and CECL Objective We explore conceptually a selection of key structural drivers of profit-and-loss (PnL) […]
Revisiting simple concentration indexes Our white paper “Revisiting simple concentration indexes” reviews the definitions of widely used concentration metrics such as the […]
Open Source Risk Modeling Manifesto This post is a summary of a presentation given at the 2014 Autumn TopQuants Meeting, aka, the […]
