5 results found Sort:

54
699
cc-by-4.0
41
Risk-First Software Development
Created 2018-03-10
3,379 commits to master branch, last one 2 months ago
An open source library for portfolio optimisation
Created 2018-11-16
96 commits to master branch, last one 4 months ago
21
65
unknown
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The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those three parameters as well as staging criteria.
Created 2021-08-01
320 commits to main branch, last one 4 months ago
8
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other
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This is the official code for the paper RAP: Risk-Aware Prediction for Robust Planning: https://arxiv.org/abs/2210.01368
Created 2022-11-09
8 commits to main branch, last one about a year ago