#
counterparty-credit-risk
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Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Updated
Feb 28, 2026
Jupyter Notebook
A framework for estimating Basel IV capital requirements.
Updated
Jul 23, 2019
MATLAB
R Packing Calculating Credit Risk Valuation Adjustments
implementing the SA-CCR based on the CRR2 Regulation
Updated
May 3, 2025
Python
R package implementing the SA-CCR based on the CRR2 Regulation
Updated
Jun 1, 2025
Jupyter Notebook
Python project simulating counterparty credit risk and margin call workflows using real energy market data.
Updated
Apr 6, 2026
Jupyter Notebook
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