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Analyzed about 21 hours ago. based on code collected about 1 month ago.

Project Summary

CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall

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copula credit finance modeling monte_carlo multi_factor risk value_at_risk

In a Nutshell, CCruncher...

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This Project has No vulnerabilities Reported Against it

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Languages

Languages?height=75&width=75
XML
24%
C++
34%
CSS
22%
11 Other
20%

30 Day Summary

Dec 14 2017 — Jan 13 2018

12 Month Summary

Jan 13 2017 — Jan 13 2018
  • 39 Commits
    Down -31 (44%) from previous 12 months
  • 1 Contributors
    Down 0 (0%) from previous 12 months

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