CCruncher
for Windows

CCruncher is a project for the simulation of large portfolios of SME loans.

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CCruncher Description

CCruncher is a project for the simulation of large portfolios of SME loans where the unique risk is the Default risk. The method used to determine the distribution of losses in the portfolio is the Monte Carlo Algorithm, because it allows to consider multiple variables, such as the date and amount of each payment. The borrowers' default times are simulated using a copula with given Survival rates and correlations. For a description on using CCruncher, read the page Getting started.

CCruncher Screenshots

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What's New in CCruncher 1.6

Release notes are not available currently.

CCruncher Requirements

Operating Systems:

Windows XP, 2000, 98

System Requirements:

No additional system requirements.

Quick Specifications

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