CCruncher 2.3

A free tool for credit risk modeling

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What's new in CCruncher 2.3:

  • This version adds a new technical document, which was rewritten from scratch. Risk disaggregation was added to the risk analysis.
  • Minor changes were made to the input file format.
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LICENSE TYPE:
GPL (GNU General Public License) 
USER RATING:
UNRATED
  0.0/5
DEVELOPED BY:
Gerard Torrent
HOMEPAGE:
www.ccruncher.net
CATEGORY:
ROOT \ Science
4 CCruncher Screenshots:
CCruncher - The main window, where users can load ccrunch files and create simulationsCCruncher - The Defines dialog, where users can define various variablesCCruncher - Running a sample simulation with the CCruncher appCCruncher
CCruncher is an open source graphical and command-line software that uses the Monte Carlo method to calculate the Value At Risk (VAR) of huge credit portfolios.

The Monte Carlo algorithm used in the CCruncher software allows users to consider multiple variables, such as the amount and date of each payment.

Last updated on September 11th, 2013

#credit risk modeling #Value At Risk #Monte Carlo method #credit #risk #modeling #simulation

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