Risk Python Packages

arch

ARCH models in Python

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

oasislmf

Loss modelling framework.

openquake-engine

OpenQuake Engine: a software for Seismic Hazard and Risk Analysis

rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

aggregate

Tools for creating and working with aggregate probability distributions.

risktools

Risk tools for commodities trading and finance

cvxrisk

Simple riskengine for cvxpy

mobpy

Monotonic Optimal Binning algorithm is a statistical approach to transform continuous variables into optimal and monotonic categorical variables.

oedtools

File validation and data sampling toolkit for the Simplitium Open Exposure Data (OED) (re)insurance exposure data format

python-safe

InaSAFE - QGIS plugin for estimating impact from natural disasters

stock-position-calc

A simple program to manage risk and calculate the right amount of shares to buy.

pcrm-book

Portfolio Construction and Risk Management book's Python code.

hallx

Lightweight hallucination risk scoring for LLM outputs

flowrisk

A Python Implementation of Measures for Order Flow Risk, e.g. VPIN

rsdb

Object–relational mapping for Riskspectrum PSA model database

rail

Risk Assessment Library

emdcmp

Original implementation of the EMD (empirical model discrepancy) model comparison criterion

emd-falsify

Original implementation of the EMD (empirical model discrepancy) model comparison criterion