https://github.com/tommasobelluzzo/baseltools
A framework for estimating Basel IV capital requirements.
https://github.com/tommasobelluzzo/baseltools
banking-system capital-requirements counterparty-credit-risk financial-analysis financial-data financial-instruments operational-risk quantitative-analysis quantitative-finance quantitative-methods risk-analysis risk-management risk-models
Last synced: 3 months ago
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A framework for estimating Basel IV capital requirements.
- Host: GitHub
- URL: https://github.com/tommasobelluzzo/baseltools
- Owner: TommasoBelluzzo
- License: apache-2.0
- Created: 2017-09-17T15:10:37.000Z (over 8 years ago)
- Default Branch: master
- Last Pushed: 2019-07-23T23:41:16.000Z (over 6 years ago)
- Last Synced: 2024-11-24T20:53:53.827Z (about 1 year ago)
- Topics: banking-system, capital-requirements, counterparty-credit-risk, financial-analysis, financial-data, financial-instruments, operational-risk, quantitative-analysis, quantitative-finance, quantitative-methods, risk-analysis, risk-management, risk-models
- Language: MATLAB
- Homepage:
- Size: 3.23 MB
- Stars: 18
- Watchers: 4
- Forks: 11
- Open Issues: 0