Free/open source platform for risk analytics and XVA

The Open Source Risk Engine’s objective is to provide a free/open-source platform for risk analytics and XVA. It is based on QuantLib and grew from work developed by market professionals and academics.

The Open Source Risk project aims at establishing a transparent peer-reviewed framework for pricing and risk analysis that can serve as

- a benchmarking, validation, training, teaching reference
- an extensible foundation for tailored risk solutions
Open Risk Engine
Licensing & Deployment
  • Web-based
Knowledge Base
  • Help Guides
  • Video Guides
  • On-Site Training

Open Source Risk Engine Core Features

Focus of Risk Management Feature
  • Alerts/Notifications
  • Business Process Control
  • IT Risk Management
  • Predictive Analysis
  • Reputational Risk Management
  • Response Management
  • Risk Assessment

Open Source Risk Engine Pricing

Pricing Type
  • Free
Payment Frequency
  • Quote Based

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