counterparty-credit-risk

Here are 6 public repositories matching this topic...

mgroncki / IPythonScripts

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

machine-learning deep-learning monte-carlo monte-carlo-simulation quantitive-finance cva hedging pricing-derivatives xva counterparty-credit-risk

Updated Nov 18, 2018
Jupyter Notebook

TommasoBelluzzo / BaselTools

Star

A framework for estimating Basel IV capital requirements.

risk-analysis risk-models quantitative-finance financial-data financial-analysis risk-management quantitative-analysis quantitative-methods financial-instruments banking-system capital-requirements counterparty-credit-risk operational-risk

Updated Jul 23, 2019
MATLAB

xvacode / xVA

Star

R Packing Calculating Credit Risk Valuation Adjustments

banking-applications xva counterparty-credit-risk valuation-adjustments

Updated Oct 17, 2022
R

sa-ccr / sa-ccr-python

Star

implementing the SA-CCR based on the CRR2 Regulation

banking banking-applications counterparty-credit-risk

Updated Mar 14, 2022
Python

sa-ccr / SACCR

Star

R package implementing the SA-CCR based on the CRR2 Regulation

finance banking-applications risk-management counterparty-credit-risk

Updated Jul 5, 2021
R

sa-ccr / Trading

Star

Trading R Package

finance correlation trading beta portfolio-optimization counterparty-credit-risk

Updated Feb 20, 2024
R

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counterparty-credit-risk

Here are 6 public repositories matching this topic...

mgroncki / IPythonScripts

TommasoBelluzzo / BaselTools

xvacode / xVA

sa-ccr / sa-ccr-python

sa-ccr / SACCR

sa-ccr / Trading

Improve this page

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