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Open Risk Data
...en.wikipedia.org/wiki/Open_data Open Data] license. Broadly speaking, Open Data are freely available to everyone to use and republish as they wish, without This entry organizes the information about open risk data available in the manual:

728 bytes (108 words) - 17:28, 23 January 2020
Open Source Data Quality Software
== Open Source Data Quality Software == ...Source Data Quality''' software distributions that cover some aspect of [[Data Quality]] assessment.

4 KB (453 words) - 16:30, 27 November 2020
Open Risk Data Classification
== Open Risk Data Classification == ...dia.org/wiki/Open_data Open Data] license. This entry classifies open risk data along various dimensions

3 KB (426 words) - 11:58, 24 June 2020
Open Risk Data Providers
== Open Risk Data Provider List == The table below organizes available [[Open Risk Data]] providers.

6 KB (810 words) - 16:00, 2 February 2023

Page text matches

Main Page
=== About the Open Risk Manual === ...- well, network access is currently required! You can read more about the Open Risk Manual concept [[Open_Risk_Manual:About | here]].

19 KB (2,522 words) - 14:31, 9 May 2024
Herfindahl-Hirschman Index
Assuming the exposure data are given, it is easy to calculate the HHI by first forming the fractional * Relatively moderate data requirements (but see qualification below)

6 KB (900 words) - 13:45, 16 April 2020
Exposure
...pture the extent to which an individual or organization is unprotected and open to damage, danger, risk of suffering a loss, or uncertainty. The potential * Data collection / [[Data Quality]]

4 KB (535 words) - 17:54, 10 August 2021
Concentration Ratio
Assuming the exposure data are given, calculation is easy. * The relatively moderate data requirements, i.e. only the exposure size per borrower (but see qualificati

5 KB (815 words) - 09:44, 24 June 2019
Accuracy Ratio
* the classification system applied to unknown data (out-of-sample validation) === Open Source Software ===

3 KB (382 words) - 12:52, 16 September 2021
Visualization
...splays of quantitative data. Visualization is an important component of [[Data Science]]. * [[Open Source Visualization Software]]

912 bytes (109 words) - 13:29, 6 July 2020
ABS Loan Level Initiative
...t portfolios underpinning securities. Absence of such data or poor quality data has been one of the factors attributed to the collapse of the securitisatio The data templates cover many major ABS classes: [[RMBS]], [[CMBS]], [[SME]], [[Cons

2 KB (251 words) - 12:35, 16 September 2021
Portfolio Management
* Data Infrastructure and Analytics / Measurement Tools === Data Infrastructure and Analytics / Measurement Tools ===

3 KB (437 words) - 13:56, 29 May 2022
Risk Taxonomy
...onomy or implicit in a schema for collection and storage of [[Risk Event]] data. We include here links to such taxonomies (to the extend that they are publ == Open Risk Taxonomy ==

8 KB (1,110 words) - 16:01, 16 January 2023
Risk Data Standards
...ards constitute a form of assurance that the set of information supporting data-based [[Risk Analysis]] is fit-for-purpose. ...broader than that of [[Data Quality Standards]]. It is part of both the [[Data Governance]] and [[Risk Management]] function of an organization.

10 KB (1,432 words) - 17:18, 5 December 2023
Risk Data
'''Risk Data''' denotes a defined set of information (data), in any format (but increasingly in digital form), that is used by an orga ...information technology tool that stores and provides access to the actual data.

2 KB (221 words) - 00:50, 20 November 2019
Prepayment Risk
In the context of the Open [[Risk Taxonomy]] prepayment risk falls under [[Category:Optionality Risk | ...nt Risk Model | prepayment risk models]] that utilize different sources of data and make different model assumptions.

2 KB (331 words) - 18:53, 1 December 2022
Open Risk Data
...en.wikipedia.org/wiki/Open_data Open Data] license. Broadly speaking, Open Data are freely available to everyone to use and republish as they wish, without This entry organizes the information about open risk data available in the manual:

728 bytes (108 words) - 17:28, 23 January 2020
Fintech Risk Events
'''Fintech Risk Events''' is an open catalog of observed (publicized) operational failures ([[Risk Event]]) of f | Poor Consumer Data Protection Practices

9 KB (1,186 words) - 12:35, 11 March 2024
Energy Risk Events
'''Energy Risk Events''' is an open catalog of observed (publicized) [[Energy Risk]]) events. The catalog aims * [[Business Execution]], Delivery, and Process Management - data entry errors, accounting errors, failed mandatory reporting, negligent loss

2 KB (274 words) - 12:40, 11 March 2024
IFRS 9 Modeling Resources
..., originality, accuracy or completeness of said resources for any purpose. Open Risk is not affiliated with IASB/FASB. | CP17/16 - Regulatory reporting of financial statements, forecast capital data and IFRS 9 requirements

24 KB (3,113 words) - 16:52, 1 September 2020
Credit Scoring Models
Out of scope for this list and covered elsewhere in the Open Risk Manual are related [[:Category:Credit_Risk_Modelling | credit risk mod * involve different and more complex data sets

11 KB (1,491 words) - 15:41, 7 March 2023
Open Source Risk Management Software
== List of Open Source Risk Management Software == A preliminary list of projects (both big and small) that adopt the open source licensing model in the development of software relevant for risk man

4 KB (551 words) - 13:27, 28 June 2020
Credit Score Factor
...]], indicating the degree to which factors can be associated with concrete data ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

4 KB (637 words) - 14:10, 29 March 2021
Economic Scenario Generator
...ype of model / methodology used (e.g. the degree of reliance on historical data or the integration of economic concepts) Open Source implementations of Economic Scenario Generators are available in

5 KB (698 words) - 17:17, 30 October 2019
Terms of Service
..., the person accessing the website in whichever capacity and accepting the Open Risk’s terms and conditions. "The Company", “Ourselves”, “We” and "Us", refers to Open Risk.

8 KB (1,280 words) - 09:10, 30 May 2017
Privacy Policy
<h3>Personal Data Collected:</h3> <p><b>Registration data: </b>Some of our services <i>may</i> require you to sign up for an Account.

3 KB (521 words) - 16:00, 16 May 2022
Advanced Features
The Advanced Features feature of the Open Risk Manual include: ...b Semantic Web], an extension of common web standards provides that allows data to be shared and reused across application, enterprise, and community bound

4 KB (537 words) - 12:27, 16 May 2020
Risk Event
...the description of a risk event would be necessarily based on [[Aggregated Data]] ...possible an [[Event Timeline]]. The required detail of that description is open-ended and depends on the use case and context.

3 KB (517 words) - 15:08, 10 August 2021
Default Rate
...tution does not give equal importance to historic data because more recent data is a better predictor of losses in accordance with Article 180(2)(e) of Reg === External Risk Data ===

11 KB (1,612 words) - 14:40, 6 September 2020
EU Financial Regulation
| Open up digital opportunities for people and business and enhance Europe's posit ...on actively traded markets. Limit regimes, high-frequency trading, market data disclosures, central clearing counterparties

11 KB (1,404 words) - 20:56, 27 September 2021
Berger-Parker Index
Assuming the exposure data are given and ordered , calculation is easy. Although the data requirements for the Berger-Parker calculation seem to be moderate at first

2 KB (279 words) - 13:43, 16 April 2020
EBA NPL Template
...iding these templates to allow banks to supply comparable and standardised data on NPLs to investors and other stakeholders. ...entation costs. Within the templates users should be able to identify the data needed by investors to fairly price an NPL portfolio.

6 KB (840 words) - 16:20, 3 February 2023
Best Practices in Credit Portfolio Management
* The Factual Basis (Data) underpinning the framework ** Portfolio Data Availability

12 KB (1,494 words) - 20:11, 11 March 2024
Open Source Data Quality Software
== Open Source Data Quality Software == ...Source Data Quality''' software distributions that cover some aspect of [[Data Quality]] assessment.

4 KB (453 words) - 16:30, 27 November 2020
RiskBot Manual
== Semantic Risk Data == This is a brief description of the semantic data functionality of the Open Risk Manual when using an external client

161 bytes (25 words) - 14:29, 19 September 2019
Risk Management Heroes
...jective list aiming to provide useful pointers for reading / research. The Open Risk manual is not the Nobel Prize Foundation :-)''' that offers new possibilities for establishing data based ground truth || The technology has significant shortcomings at the te

7 KB (982 words) - 13:03, 12 October 2021
Credit Rating Scale
...th Article 180(1)(f) of the CRR as being equivalent to the use of external data for PD quantification at a more aggregated level (external grade) rather th ...obligors. Biases or inconsistencies in the mapping approach or underlying data must be avoided. To comply with these requirements, institutions should fol

6 KB (932 words) - 16:06, 22 February 2021
Empirical Transition Matrix
...is produced directly via a process of statistical estimation from observed data. ...of transition rates can be complicated if the underlying phenomena or the data collection process involve additional elements that interfere with the esti

787 bytes (92 words) - 17:18, 29 October 2018
Credit Data
...individual or an organization, or more generally allows the application of data driven [[Credit Portfolio Management]] policies. == Types of Credit Data ==

3 KB (369 words) - 19:15, 6 March 2023
Realised LGD
...ults) an institution has, the less importance it needs to give to external data. ...ntains a minimum number of defaults in order to determine whether external data are sufficiently representative.

15 KB (2,397 words) - 10:24, 14 May 2021
Catalog of Loss Given Default Models
* references with [[Open Source Risk Management Software | open source implementations]] ...quantification approaches, depending on the nature of the credit risk, the data and expertise available etc. A classification of typical LGD Model categori

6 KB (778 words) - 12:39, 16 September 2021
Credit Scoring with Python
...[[Credit Scoring]] processes that are built around [[Open Source Finance | open source software]]. ...ped quantitatively using [[Historical Information | historical performance data]].

8 KB (1,121 words) - 13:48, 21 September 2020
Long Data Format
...iple entities. Its defining characteristic is that each table row contains data pertaining to one entity at one point in time. ...ernative representation of the same data is the Wide Data Format.<ref>Tidy Data, H.Wickham, Journal of Statistical Software</ref>

1,018 bytes (143 words) - 17:47, 8 November 2019
Wide Data Format
...ities. Its defining characteristic is that each table row contains all the data pertaining to any one entity. ...ternative representation of the same data is the Long Data Format<ref>Tidy Data, H.Wickham, Journal of Statistical Software</ref>

748 bytes (102 words) - 14:23, 28 January 2019
ESMA Securitisation Template
...be represented as a set of tables<ref>At present only Underlying Exposure data are included</ref> : ...sset Class !! Data Section 1 !! Data Section 2 !! Data Section 3 !! Data Section 4

3 KB (337 words) - 21:12, 12 February 2019
ESMA Commercial Real Estate.Collateral.Current Valuation Basis
* Open Market (OPEN) === No Data Options ===

2 KB (214 words) - 20:20, 12 February 2019
How to Generate Correlated Random Numbers
It is not always the case that our input data or modelling framework is based on covariance matrix. If the dependency bet A list of open source implementations

4 KB (681 words) - 20:54, 21 November 2022
How to Build an SME Credit Scorecard
* Any constraints on the resources (data, algorithms, infrastructure) that can be used for the development and deplo ...nctionality but also the practicalities of implementation (availability of data, computer systems, human expertise, degree of automation). Some key decisio

9 KB (1,305 words) - 17:41, 8 September 2020
Abstract Risk Model
...ty of concrete instances. The model specification fixes all parametric and data mapping freedom of the abstract model. * [[:Category:Open Source]] implementations enable full transparency and access to the specifi

2 KB (342 words) - 14:34, 20 November 2019
Risk Model Ontology
* Data Properties (Data literals associated with classes / concepts), e.g. A model has a required i == Use in the Open Risk Manual ==

4 KB (617 words) - 15:52, 20 November 2019
Open Source Financial Software
== List of Open Source Financial Software == A list of projects that adopt the [https://spdx.org/licenses/ open source licensing model] in the development of financial / insurance softwar

4 KB (544 words) - 13:11, 12 October 2021
Exploratory Data Analysis
...t of [[Risk Management]] is the process of systematically analysing [[Risk Data]] for the purpose of identifying and summarizing their main characteristics ...DA conceptually overlaps and is usually preceded (or iterated) with [[Risk Data Review]] activities

4 KB (561 words) - 17:34, 5 December 2023
Risk Data Review
...Review''' denotes a process of systematic analysis of the relevant [[Risk Data]] used by an organization towards concrete [[Risk Management]] / business o ...external data, [[Data Infrastructure]], internal processes such as [[Risk Data Aggregation]] etc.

1 KB (186 words) - 13:11, 21 September 2020
Open Risk Academy Courses
== List of Open Risk Academy Courses == * Getting Started with the Open Risk Academy

858 bytes (107 words) - 10:57, 17 September 2019