Search Results for "credit risk"

... it at your own risk! Made with the help of the ChatGPT. The Source Code is available in the GitHub repository: https://github.com/Northstrix/Credit_Card_Vault_Android_App Download shortcut: https://sourceforge.net/projects/credit-card-vault/files/V1.0/app-debug.apk/download

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... their data to centralized entities in order to participate in the modern world. But Mina’s zkApps, smart contracts powered by zero-knowledge, keep users in control of their privacy by validating and sharing proofs of their data, rather than the data itself. Think about getting a loan by simply sharing a proof of your personal ID and credit score, rather than the data itself. No risk of your personal information being hacked or sold. You are the only one owning your data, and it never leaves your device.

DROP implements the model libraries and provides systems for fixed income valuation and adjustments, asset allocation and transaction cost analytics, and supporting libraries in numerical optimization and statistical learning. DROP is composed of four main libraries: [Asset Allocation] (https://lakshmidrip.github.io/DROP/AssetAllocationModule.html) [Fixed Income Analytics] (https://lakshmidrip.github.io/DROP/FixedIncomeModule.html) [Numerical Optimization]...

.... The GVAR modelling approach provides a general yet practical global modelling framework for the quantitative analysis of the relative importance of different shocks and channels of transmission mechanisms. This makes it a suitable tool for policy analysis, although it has been used in a number of other contexts, including analysing credit risk and evaluating the UK entry into the Euro. The GVAR Toolbox 1.1 is primarily tailored to policy analysis and forecasting.

CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR) and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors...

Credit Risk Evaluation Using Support Vector Machine

CreditAnalytics is a full-featured financial fixed income credit analytics, trading, and risk library, developed with a special focus towards the needs of the credit products community. In particular, CreditAnalytics provides analytics to value liquid products (CDS, CDX, CDO, and bonds of all types and variants) and semi-liquid/custom products (single credit forwards and options, and portfolio credit forwards, options, tranches, and other structures).

The purpose of the project is summarising effort from a number of analytic libraries, adding interactive web-based user interface and making a free open source solution for risk analytics and stress testing. Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for for the widely used normal copula model of portfolio credit risk. The package includes source code, examples, spreadsheet with results and references...

Open source risk management software platform delivered by experts in risk management. Products and custom solutions built on the platform automate assessment and management of risks including fraud, claims, credit, procurement, compliance, etc. CRAMS™ follows ISO/FDIS 31000:2009 – Risk Management – Principles and Guidelines and it is compatible with IEC/FDIS 31010 Risk management – Risk assessment techniques, the Committee of Sponsoring Organizations (COSO) Enterprise Risk Management

The source code for the book: Credit Risk Scorecards: Development and Implementation Using SAS by Dr. Mamdouh Refaat The book is currently available on LULU.com

QRMlib provides a library of methods to investigate Quantitative Risk Management, including Market Risk, Credit Risk and Operational Risk, as developed in the book "Quantitative Risk Management: Concepts, Techniques and Tools".