Credit Portfolio

We just added a new course at the Open Risk Academy!

The course covers name concentration risk measurement, chiefly the construction of suitable metrics based on portfolio data (Free registration is required for this course).

For more details see the course page.

The first batch of open source tools focusing on Credit Portfolio calculations is now available here.

The functionality aims to standardize Name Concentration Measurement (concentrationMetrics)

Further Resources

• Open Risk Academy Course CNC13010