counterparty-risk

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Risk management models for exposure simulation, CVA, hedge VaR, and PCA swap curve scenarios

Evidence-based Web3 address intelligence and counterparty risk agent for CROO CAP, API, and Web reports.

Counterparty credit risk exposure, expected loss and CVA for Kotlin/JVM (teaching/prototyping tool)

Educational hexagonal-architecture TypeScript prototype computing counterparty credit exposure for repos and securities lending (comprehensive haircut approach), expected loss and a simplified CVA, built test-first.

Counterparty exposure and collateral risk analytics covering eligibility assessment, haircut application, collateral sufficiency, concentration monitoring, and stress testing.

Counterparty Due Diligence MCP Server