Non-performing Loans

OpenNPL: Open Source NPL Platform - First Release

OpenNPL: Open Source NPL Platform - First Release

We introduce an open source platform that allows the easy management of non-performing loan data

Reading Time: 4 min.
Non-Performing Loans The covid-19 crisis will certainly impact the concentration of Non-Performing Loans but given the special nature of this economic crisis compared (in particular) with the 2008 financial crisis it is unclear how precisely things will evolve. In a previous post and white paper (OpenRiskWP07_022616) we discussed the importance of advancing open and transparent methodologies for managing the risks associated with such credit portfolios. Effective management of NPL is also a top regulatory priority.
Version 0.2 of the Open Risk API incorporates the standardized EBA portfolio data templates

Version 0.2 of the Open Risk API incorporates the standardized EBA portfolio data templates

Reading Time: 2 min.
Extending the Open Risk API to include the EBA Portfolio Data Templates The Open Risk API provides a mechanism to integrate arbitrary collections of risk data and risk modelling resources in the context of assessing and managing financial risk. It is based on two key technologies of the modern Web, RESTful architectures and Semantic Data. OpenCPM, the credit portfolio management platfrom we launched recently fully integrates the latest versions of the Open Risk API.
OpenCPM NPL Database

OpenCPM NPL Database

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First Release: OpenCPM NPL Database Further building out the OpenCPM set of tools, we took the Eupean Banking Authority’s recommended Non-Performning Loan templates and created an #opensource production grade database for capturing NPL portfolio data sets. Motivation for Building an open source database based on EBA’s Standardized NPL Templates In a recent insightful piece “Overcoming non-performing loan market failures with transaction platforms”, Fell et al. dug deeply into the market failures that perpetuate the NPL problem.
Risk Capital for Non-Performing Loans

Risk Capital for Non-Performing Loans

Reading Time: 2 min.
Risk Capital for Non-Performing Loans Currently many countries are drowning in bad credits This visualization from the World Bank shows the current distribution of non-performing loans (NPL’s in short) around the world, as fraction of the total outstanding loans: Translated in absolute numbers (according to IMF data) the European NPL book alone stands at around 1 trillion EUR. As the adage goes, a trillion here, a trillion there, you pretty soon talk about serious money…