The software we make available is an innovative software written in R, able to calculate a portfolio liquidation strategy in default or crisis situations, based on a set of predefined scenarios, independently of the information flow over sales process (and therefore static). It uses as a strategy-selection criterion to  minimize certain risk measures.  Based  on  the  doctoral  thesis  of Felipe A. Macias under the supervision of Jorge P. Zubelli, approved in 2014. Among its features are:

  •  Risk management of the liquidation portfolio.    
  •  Margin calculation in case of portfolio liquidation.
  •  Static settlement strategy.

 

 

Estimating Basic Replication Rates of HIV-1 Infection