#Risk-models
Showing 5 of 5 repositories tagged #risk-models, ranked by stars
TommasoBelluzzo
SystemicRisk
A framework for financial systemic risk valuation and analysis.
Score
100
★ 183
⑂ 82
—
MATLAB
factorpricingmodel
factor-pricing-model-risk-model
Package to build risk model for factor pricing model
Score
50
★ 31
⑂ 4
—
Python
TommasoBelluzzo
BaselTools
A framework for estimating Basel IV capital requirements.
Score
75
★ 25
⑂ 11
—
MATLAB
TommasoBelluzzo
StrataXL
An Excel integration of OpenGamma Strata.
Score
25
★ 13
⑂ 4
—
VBA
Intellect05
FactorRiskAttribution
Multi-factor Risk Models of Asset or Portfolio Returns
Score
0
★ 10
⑂ 2
—
R