# rustkernel-risk
[](https://crates.io/crates/rustkernel-risk)
[](https://docs.rs/rustkernel-risk)
[](LICENSE)
GPU-accelerated risk analytics kernels for credit, market, and portfolio risk.
## Kernels (5)
### Credit Risk (1 kernel)
- **CreditRiskScoring** - PD/LGD/EAD calculation and credit scoring
### Market Risk (3 kernels)
- **MonteCarloVaR** - Monte Carlo Value at Risk simulation
- **PortfolioRiskAggregation** - Correlation-adjusted portfolio VaR
- **RealTimeCorrelation** - Streaming correlation matrix updates
### Stress Testing (1 kernel)
- **StressTestScenario** - Scenario-based stress testing
## Installation
Add to your `Cargo.toml`:
```toml
[dependencies]
rustkernel-risk = "0.1.0"
```
## Usage
```rust
use rustkernel_risk::prelude::*;
// Calculate VaR using Monte Carlo
let var = MonteCarloVaR::new();
let result = var.calculate(&portfolio, confidence, horizon, simulations);
```
## License
Apache-2.0