Credit Portfolio

Pilot Course on Name Concentration

Pilot Course on Name Concentration

Open Risk Academy, Releases
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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)
New Tools for Portfolio Calculations

New Tools for Portfolio Calculations

Open Source Tools, Releases
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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)