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Topic > Finance > Fixed Income

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2 projects in result set.

0. Credit Risk Management - Project to implement a simple credit risk suite to calculate the risk of a classical credit portfolio consisting of single name positions.
Development Status : 1 - Planning [Filter] License : OSI Approved : GNU General Public License (GPL) (Now Filtering) Natural Language : English (Now Filtering) Topic : Finance : Data and Date Management [Filter] Topic : Finance : Fixed Income [Filter] Topic : Finance : Risk Management [Filter]	Activity Percentile: 0.00 Registered: 2012-01-07 23:05

1. Counterparty Credit Risk Management - This project contains techniques measuring the counterparty credit risk management based on the Basel III regulatory framework. Currently, the SA-CCR exposure-at-default method and valuation adjustments including CVA, DVA, FVA, MVA, KVA are included.
Development Status : 5 - Production/Stable [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) (Now Filtering) Natural Language : English (Now Filtering) Programming Language : R [Filter] Topic : Finance : Derivatives [Filter] Topic : Finance : Fixed Income [Filter] Topic : Finance : Risk Management [Filter]	Activity Percentile: 0.00 Registered: 2015-09-20 17:34