Open Issues Need Help
View All on GitHub Add simulated exposure over time (PFE/EPE via Monte Carlo) about 3 hours ago
help wanted
Counterparty credit risk exposure, expected loss and CVA for Kotlin/JVM (teaching/prototyping tool)
Kotlin
#counterparty-risk#cva#finance#jvm#kotlin
Support multi-period CVA with a credit curve about 3 hours ago
help wanted
Counterparty credit risk exposure, expected loss and CVA for Kotlin/JVM (teaching/prototyping tool)
Kotlin
#counterparty-risk#cva#finance#jvm#kotlin
Model LGD per collateral/asset type instead of a flat rate about 3 hours ago
good first issue
Counterparty credit risk exposure, expected loss and CVA for Kotlin/JVM (teaching/prototyping tool)
Kotlin
#counterparty-risk#cva#finance#jvm#kotlin
Replace the app-defined PD table with a real rating agency table about 3 hours ago
good first issue
Counterparty credit risk exposure, expected loss and CVA for Kotlin/JVM (teaching/prototyping tool)
Kotlin
#counterparty-risk#cva#finance#jvm#kotlin