CCruncher 2.3

A free tool for credit risk modeling
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, 8:15 GMT
developed by:
Gerard Torrent
license type:
GPL (GNU General Public License) 
ROOT \ Science


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4 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
What's New in This Release:
  • 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.
read full changelog

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