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Topic > Finance > Risk Management

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0. 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 (Now Filtering) License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English (Now Filtering) Programming Language : R [Filter] Topic : Finance : Derivatives (Now Filtering) Topic : Finance : Fixed Income [Filter] Topic : Finance : Risk Management [Filter]	Activity Percentile: 0.00 Registered: 2015-09-20 17:34