A Monte Carlo simulation in Python to assess credit risk for a corporate loan. Includes stochastic PD generation, loss distribution fitting, and calculation of key risk metrics like Expected Loss (EL) and Value at Risk (VaR) for FRM Assignment 02.
active 2025-11-21 → 2025-11-21 (UTC)
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Line chart, 1 days from 2025-11-21 to 2025-11-21. Pushes: 0 total, peak 0 in a day. Pull requests: 0 total, peak 0 in a day. Issues: 0 total, peak 0 in a day. Comments: 0 total, peak 0 in a day. Stars: 0 total, peak 0 in a day.
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Stars, PRs, issues and forks are under-captured in the later part of this window. GH Archive progressively stopped capturing non-push events during 2026 — −95% or worse by the end of the window. Every series here except Pushes fades for that reason, so a decline above reflects the archive, not this repository. Pushes stay reliable throughout, so read them, and the contributor counts derived from them, as the real signal. Data health has the measurements.
Top contributors
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