counterparty-credit-risk

There are 0 repository under counterparty-credit-risk topic.

• mgroncki / IPythonScripts

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

  quantitive-financepricing-derivativeshedgingmachine-learningdeep-learningmonte-carlomonte-carlo-simulationxvacvacounterparty-credit-risk
  Language:Jupyter Notebook 141

• TommasoBelluzzo / BaselTools

  A framework for estimating Basel IV capital requirements.

  banking-systemcapital-requirementsfinancial-analysisrisk-analysisrisk-modelscounterparty-credit-riskfinancial-datafinancial-instrumentsoperational-riskquantitative-analysisquantitative-financequantitative-methodsrisk-management
  Language:MATLAB 17

• xvacode / xVA

  R Packing Calculating Credit Risk Valuation Adjustments

  valuation-adjustmentsxvacounterparty-credit-riskbanking-applications
  Language:R 14

• sa-ccr / sa-ccr-python

  implementing the SA-CCR based on the CRR2 Regulation

  banking-applicationscounterparty-credit-riskbanking
  Language:Python 11

• sa-ccr / SACCR

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

  financerisk-managementcounterparty-credit-riskbanking-applications
  Language:R 7

• sa-ccr / Trading

  Trading R Package

  tradingfinanceportfolio-optimizationcounterparty-credit-riskcorrelationbeta
  Language:R 7