Alternatives and similar repositories for credit-risk

Users that are interested in credit-risk are comparing it to the libraries listed below

• wangkuiyi / risk_model

  View on GitHub
  This is an tutorial on credit risk model designed for peer-to-peer lending (Internet finance)
  ☆19Feb 13, 2014Updated 12 years ago
• sa-ccr / SA-CCR-Code

  View on GitHub
  Basel III Standardized Approach for Counterparty Credit Risk Management
  ☆10Jul 5, 2021Updated 4 years ago
• paulgovan / RiskNetwork

  View on GitHub
  Risk Network Modeling and Analysis
  ☆32Jun 22, 2023Updated 2 years ago
• kaitai / stress-testing-with-jupyter

  View on GitHub
  Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.
  ☆25Sep 12, 2019Updated 6 years ago
• TommasoBelluzzo / BaselTools

  View on GitHub
  A framework for estimating Basel IV capital requirements.
  ☆25Jul 23, 2019Updated 6 years ago
• SubhasreeUC / Master

  View on GitHub
  ☆12May 26, 2016Updated 9 years ago
• miberk / jolda

  View on GitHub
  Java implementation of Online LDA Algorithm
  ☆15Dec 24, 2013Updated 12 years ago
• palladino1 / NiuwaBigData

  View on GitHub
  Analysis in Niuwa Credit Risk
  ☆31Jun 2, 2016Updated 9 years ago
• mtouyaa / Python-for-MarketRisk

  View on GitHub
  Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
  ☆11Mar 5, 2022Updated 3 years ago
• yuwangying / PyCTP

  View on GitHub
  CTP with python3.4.3
  ☆10Aug 1, 2017Updated 8 years ago
• metjush / panel_reg

  View on GitHub
  Implementation of panel data regression (first differences, fixed effects) in python (numpy, pandas)
  ☆12May 12, 2016Updated 9 years ago
• UrbanInstitute / The-Learning-Curve

  View on GitHub
  ☆11Sep 27, 2024Updated last year
• larmarange / JLutils

  View on GitHub
  Some R functions
  ☆14Mar 23, 2023Updated 2 years ago
• VermeirJellen / Cryptocurrency_Trend_Regression

  View on GitHub
  Simple trend predictions for bitcoin price data and cryptocurrency market capitalization.
  ☆12Jan 20, 2018Updated 8 years ago
• Arctanxy / learning_notes

  View on GitHub
  机器学习等算法学习笔记
  ☆10Feb 22, 2020Updated 5 years ago
• fs714 / chanlun

  View on GitHub
  ☆12Mar 24, 2016Updated 9 years ago
• Zhenfeng-Liang / FX_Modeling_N_Market_Making

  View on GitHub
  ☆11Dec 18, 2015Updated 10 years ago
• Kaperstone / BerkleyDB

  View on GitHub
  Oracle Berkeley DB sourcecode
  ☆12May 5, 2014Updated 11 years ago
• manuparra / taller_SparkR

  View on GitHub
  Taller SparkR para las Jornadas de Usuarios de R
  ☆13Nov 21, 2016Updated 9 years ago
• pablora19 / COVID19_EC

  View on GitHub
  csv file from official reports for COVID19 in Ecuador
  ☆11Apr 24, 2020Updated 5 years ago
• emef / cfutures

  View on GitHub
  Promise / Future library in c
  ☆10Jan 29, 2016Updated 10 years ago
• ADNovo / BootstrapRisk

  View on GitHub
  Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models (Master Dissertation)
  ☆14Sep 17, 2017Updated 8 years ago
• jonnathan-romero / Options-Market-Making

  View on GitHub
  ☆11Jun 10, 2018Updated 7 years ago
• craquinterogo / quantitative_finance

  View on GitHub
  Testing Code abount quantitative finance algorithms
  ☆11Aug 14, 2025Updated 6 months ago
• tangxuehua / ActorLite

  View on GitHub
  一个C#实现的Actor例子
  ☆12Sep 13, 2014Updated 11 years ago
• sascommunities / sas-viya-the-R-perspective

  View on GitHub
  Companion to the book: SAS® Viya®: The R Perspective by Yue Qi, Kevin D. Smith, and Xiangxiang Meng
  ☆12Oct 4, 2024Updated last year
• xueguoliang / XT

  View on GitHub
  CTP行情和交易
  ☆11Dec 13, 2016Updated 9 years ago
• shilewenuw / DeepMeanReversion

  View on GitHub
  How to apply Deep Learning to create a mean reverting portfolio
  ☆13Nov 9, 2020Updated 5 years ago
• SASPAC / baseplus

  View on GitHub
  The BASE SAS plus a bunch of functionalities I am missing in BASE SAS
  ☆14Feb 2, 2026Updated 2 weeks ago
• Yuanchu / creditr

  View on GitHub
  creditr package
  ☆10Jul 29, 2015Updated 10 years ago
• cjporteo / ACTSC445-QERM-projects

  View on GitHub
  Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…
  ☆15Jan 5, 2021Updated 5 years ago
• algosenses / AlgoSE-SDK-Cpp

  View on GitHub
  AlgoSE引擎C++开发包
  ☆12Jul 5, 2018Updated 7 years ago
• wangshan / disruptor

  View on GitHub
  C++ implementation of LMAX disruptor
  ☆11Mar 18, 2015Updated 10 years ago
• ondra-novak / minihttp

  View on GitHub
  minihttp server in C++17 (one file)
  ☆14Jul 21, 2019Updated 6 years ago
• EdwardBarbour / ArbitrageOptimisation

  View on GitHub
  Optimisation algorithms for energy storage arbitrage
  ☆16Dec 14, 2017Updated 8 years ago
• deeplearningais / ndarray

  View on GitHub
  N-dimensional Array Datastructure on CPU and GPU
  ☆20Mar 5, 2018Updated 7 years ago
• open-risk / Open_Risk_API

  View on GitHub
  An API for interconnected risk models and risk data
  ☆12Oct 22, 2024Updated last year
• ard333 / native-binaries-benchmark

  View on GitHub
  Source code for benchmark between Spring and Quarkus, in GraalVM Native Image
  ☆12Jul 1, 2020Updated 5 years ago
• terry-hsu / smv

  View on GitHub
  SMVs: Enforcing Least Privilege Memory Views for Multithreaded Applications
  ☆13Jul 7, 2022Updated 3 years ago