Examples

The portfolioAnalytics packages offers quite a lot of functionality. Here we break down some of the main workflows for those getting started. The examples directory includes python scripts and jupyter notebooks to help you get started

• Generating loss distributions analytically

• Estimating thresholds given a multi-period transition matrix set

Python Scripts

Located in examples/python (For testing purposes all examples can be run using the run_examples.py script located in the root directory)

• Examples of calculating variance
• Examples of calculating portolio models
  • Portfolio Models
• Examples of calculation thresholds
  • Rating Transition Thresholds
• Examples of visualizing thresholds
  • Visualizing Rating Transition Thresholds
• Examples of validating transition thresholds
  • Validating Transition Thresholds

Jupyter Notebooks

• Examples.ipynb

• Portfolio_Examples.ipynb

Open Risk Academy Scripts

TODO