mgroncki / IPythonScripts Star 147 Code Issues Pull requests Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning machine-learning deep-learning monte-carlo monte-carlo-simulation quantitive-finance cva hedging pricing-derivatives xva counterparty-credit-risk Updated Nov 18, 2018 Jupyter Notebook
TommasoBelluzzo / BaselTools Star 18 Code Issues Pull requests A framework for estimating Basel IV capital requirements. risk-analysis risk-models quantitative-finance financial-data financial-analysis risk-management quantitative-analysis quantitative-methods financial-instruments banking-system capital-requirements counterparty-credit-risk operational-risk Updated Jul 23, 2019 MATLAB
xvacode / xVA Star 16 Code Issues Pull requests R Packing Calculating Credit Risk Valuation Adjustments banking-applications xva counterparty-credit-risk valuation-adjustments Updated Oct 17, 2022 R
sa-ccr / sa-ccr-python Star 13 Code Issues Pull requests implementing the SA-CCR based on the CRR2 Regulation banking banking-applications counterparty-credit-risk Updated Mar 14, 2022 Python
sa-ccr / SACCR Star 7 Code Issues Pull requests R package implementing the SA-CCR based on the CRR2 Regulation finance banking-applications risk-management counterparty-credit-risk Updated Jul 5, 2021 R
sa-ccr / Trading Star 7 Code Issues Pull requests Trading R Package finance correlation trading beta portfolio-optimization counterparty-credit-risk Updated Feb 20, 2024 R