Risk Python Packages

arch

ARCH models in Python

oasislmf

Loss modelling framework.

financepy

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

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

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

pomata

A Polars-native quant toolkit — technical indicators, PnL accounting, and performance & risk metrics.

pcrm-book

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

flowrisk

Order flow risk measures in Python

finance-risk

Standard financial risk tools

hallx

Lightweight, model-agnostic hallucination risk Analysis Library for LLM outputs

oedtools

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

python-safe

Spatial Analysis Functional Engine

stock-position-calc

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

emdcmp

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

rail

Risk Assessment Library

rsdb

Object–relational mapping for RiskSpectrum PSA model database

emd-falsify

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