• Rating:
  • Version: 2.4.1
  • Publisher:
  • File Size: 9.13 MB
  • Date: May 24, 2014
  • License: Free
  • Category:
    Budgeting & Expense
    Business & Finance
CCruncher Download
Free Download CCruncher 2.4.1

CCruncher is a project for the simulation of large portfolios of SME loans where the unique risk is the default risk. The method used to determine the distribution of losses in the portfolio is the Monte Carlo algorithm, because it allows to consider multiple variables, such as the date and amount of each payment. The borrowers' default times are simulated using a copula with given survival rates and correlations. Compute VAR fast and easy.

CCruncher is intended for financial institutions searching for a well-documented and efficient tool to calculate default risk on their SME loan portfolio. It is designed to be integrated into the credit risk management systems of financial institutions for risk assessment and stress testing.

The license of this software is Free, you can free download and free use this budgeting & expense software.

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