Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
GitHub topics: counterparty-credit-risk
mgroncki/IPythonScripts
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Language: Jupyter Notebook - Size: 4.81 MB - Last synced: about 2 months ago - Pushed: over 5 years ago - Stars: 136 - Forks: 70
sa-ccr/Trading
Trading R Package
Language: R - Size: 1.07 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 6 - Forks: 4
sa-ccr/SACCR
R package implementing the SA-CCR based on the CRR2 Regulation
Language: R - Size: 766 KB - Last synced: over 1 year ago - Pushed: almost 3 years ago - Stars: 7 - Forks: 14
xvacode/xVA
R Packing Calculating Credit Risk Valuation Adjustments
Language: R - Size: 547 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 12 - Forks: 10
TommasoBelluzzo/BaselTools
A framework for estimating Basel IV capital requirements.
Language: MATLAB - Size: 3.23 MB - Last synced: about 1 year ago - Pushed: almost 5 years ago - Stars: 17 - Forks: 11
