{
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  "Package": "GCPM",
  "Type": "Package",
  "Title": "Generalized Credit Portfolio Model",
  "Version": "1.2.2",
  "Date": "2016-12-29",
  "Author": "Kevin Jakob",
  "Maintainer": "Kevin Jakob <Kevin.Jakob.Research@gmail.com>",
  "Description": "Analyze the default risk of credit portfolios. Commonly\nknown models, like CreditRisk+ or the CreditMetrics model are\nimplemented in their very basic settings. The portfolio loss\ndistribution can be achieved either by simulation or\nanalytically in case of the classic CreditRisk+ model. Models\nare only implemented to respect losses caused by defaults, i.e.\nmigration risk is not included. The package structure is kept\nflexible especially with respect to distributional assumptions\nin order to quantify the sensitivity of risk figures with\nrespect to several assumptions. Therefore the package can be\nused to determine the credit risk of a given portfolio as well\nas to quantify model sensitivities.",
  "License": "GPL-2",
  "SystemRequirements": "Windows, Linux, OS X",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-05-11 09:32:09 UTC",
    "User": "root"
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  "Repository": "https://cran.r-universe.dev",
  "Date/Publication": "2016-12-29 23:34:04 UTC",
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    },
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      "page": "SD.syst-methods",
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