/OpenCPM-Architecture

A public repository to facilitate the discussion / development of OpenCPM

Primary LanguagePython

The OpenCPM Architecture

This is a public repository to facilitate the discussion and development of *OpenCPM. OpenCPM stands for Open Credit Portfolio Management.

OpenCPM realizes the Open Risk vision for an open, transparent and widely available platform for portfolio management. It comprises an open source credit portfolio management suite. The repository stores mockups/ proof of principle implementations and pointers to tools and documentation.

The overall design of OpenCPM is expressed in this figure:

SME Example

OpenCPM Components

Portfolio Management Platforms and Tools

  • Equinox: Sustainable Portfolio Management
  • openNPL: Non-Performing Loan Management
  • Solstice: Scenario Analysis, Stress Testing and Simulation of Economic Networks

Risk Modeling Tools and Libraries

  • openLGD
  • openRiskScore
  • transitionMatrix
  • concentrationMetrics

Further Resources

Discuss @ Open Risk Commons

We use the forum for discussions

Knowledge Base @ Open Risk Manual

We use the manual for documentation of use cases