⚖Open Source Toolkit for Quantitative Risk Assessment
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Updated
Dec 21, 2022 - R
⚖Open Source Toolkit for Quantitative Risk Assessment
⚖Open Source Toolkit for Conducting Quantitative Risk Assessment Interviews
etrm: Energy Trading and Risk Management in R
R package for commodities and finance analytics. Sister python package details below.
Fully Flexible Probabilities for Stress-Testing and Portfolio Construction
Credit scoring modeling toolbox based on R
Statistical Models and Methods for Financial Data
R package implementing the SA-CCR based on the CRR2 Regulation
The repo contains the main topics carried out in my master's thesis on operational risk. In particular, it is described how to implement the so called Loss Distribution Approach (LDA), which is considered the state-of-the-art method to compute capital charge among large banks.
An R package for building state transition matrices
Multi-factor Risk Models of Asset or Portfolio Returns
2018 [R] Data analysis: What happened during the 2007-09 financial crisis?
R Package and Shiny App to Analyze Insurance Lossruns
Overview of pricing dynamics of trading commodities
Experiment with options risk at the portfolio level
Essential techniques to assess financial risks
pbox R package. Exploring multivariate spaces with Probability Boxes
Experiment with fixed income risk at the portfolio level
In this repository, I will show to use the built-in R function to run Monte Carlo and how to make graphical user interface to calculate value at risk with Monte Carlo Simulation.
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