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OpRisk-LDA-Engine
OpRisk-LDA-Engine Public📊 Model operational risk capital using the Loss Distribution Approach (LDA) and Monte Carlo methods for accurate economic risk assessment.
Python
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jojo44666.github.io
jojo44666.github.io Public📊 Calculate Operational Risk Capital using a robust LDA framework, combining frequency and heavy-tailed severity distributions with Monte Carlo methods.
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