Our blog provides updates on important news and developments around Open Risk, and a running commentary on external developments when related to our mission. You can view posted articles either here in reverses chronological order, from the front-page or by selecting the relevant post tag from the right column.
Our archive page groups blog entries chronologically by year.
Direct feedback of your experience with the website is much appreciated, but we thought also of simplifying and streamlining the process based on an online survey. It is (Was) available here (Now Closed) and it will be open in this form until the end of beta testing.
Thanks for participating!
As of April 8 (late at night 🙂) the Open Risk website (this website!) is uploaded and ready for alpha testing!
ECB AQR Programme Documentation
The asset quality review (AQR) was one of the components of the comprehensive assessment performed by the ECB prior to assuming full responsibility for supervision under the single supervisory mechanism in November 2014.
Open Risk developed an early online accessible version of the AQR manual that offers additional means to access and browse the Phase 2 ECB AQR Manual.
Pilot Course on Credit Name Concentration
We just added a new course at the Open Risk Academy!
The course covers name concentration risk measurement, chiefly the construction of suitable metrics based on portfolio data (Free registration is required for this course).
For more details see the course page.
First set of Open Risk Manual articles released
The Risk Manual is one of the core tools of the Open Risk Commons.2
We have released a first set of article entries covering a broad area of risk management topics.
New Tools for Credit Portfolio Calculations
The first batch of open source tools focusing on Credit Portfolio calculations is now available here.
The functionality aims to standardize Name Concentration Measurement (concentrationMetrics)
Hello World!
This is our first Open Risk post! Godspeed.