Software Map
Project Tree
Topic > Finance > Risk Management
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7 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. | |
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. | |
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Activity Percentile: 0.00 Registered: 2015-09-20 17:34 |
2. Extreme Values in R (evir) - Extreme Value in R: Functions for extreme value theory, which may be divided into the following groups; exploratory data analysis, block maxima, peaks over thresholds (univariate and bivariate), point processes, gev/gpd distributions. | |
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Activity Percentile: 0.00 Registered: 2011-03-21 13:20 |
3. Pricer Taux Post Crise - PTauxPC is a project which proposes to illustrate, in VBA / Excel, the construction techniques of projection curves (or forward) and refresh rate (or discount) incorporating new calculation methods. | |
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Registered: 2013-01-24 15:33 |
4. glogis: Generalized Logistic Distr - Fitting and Testing Generalized Logistic Distributions (Type I) | |
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Activity Percentile: 0.00 Registered: 2010-06-11 06:37 |
5. GO-GARCH - GO-GARCH: Estimation and inference of Generalized Orthogonal GARCH models. | |
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Activity Percentile: 0.00 Registered: 2009-01-22 11:31 |
6. pmoments - The pmoments package implements both analytical and sample estimation of partial moments (upper/lower). In addition it provides for portfolio optimization using symmetric partial co-moment expectations in a quadratic context. | |
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Registered: 2008-12-07 21:47 |