Open Source Projects

portfolioAnalytics Discussion of the portfolioAnalytics package openNPL openNPL is a platform for the collection and management of information about non-performing loan portfolios. It implements the EBA recommended NPL templates. openRiskScore Discussion of the openRiskScore framework OpenCPM Open Risk API This category is for discussing API developments. This includes: concentrationMetrics Discussion of the concentrationMetrics package openLGD Discussion of the openLGD framework transitionMatrix Discussion of the transitionMatrix package correlationMatrix Discussion of the correlationMatrix package Leontief