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.

cvxrisk

Simple riskengine for portfolio optimization

risktools

Risk tools for commodities trading and finance

mobpy

Monotone optimal binning (MOB) via PAVA with constraints, plus plotting utilities.

stock-position-calc

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

python-safe

Spatial Analysis Functional Engine

oedtools

Command-line OED file validation and query toolkit for the Simplitium OED (re)insurance exposure data format

flowrisk

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

hallx

Lightweight, model-agnostic hallucination risk engine for LLM outputs

pcrm-book

Accompanying Python code to the Portfolio Construction and Risk Management book by Anton Vorobets.

rail

Risk Assessment Library

rsdb

Object–relational mapping for Riskspectrum PSA model database

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