Financesimulation

Credit Value-at-Risk (QAE)

Estimate VaR / Expected Shortfall on a credit-loss portfolio. Risk-management and Basel-compliance workload.

The same circuit shape and ranking are produced by qlro.recommend_workload("industry.finance.credit_var") in the Python SDK — useful if you want to automate this in CI / CD.

Credit Value-at-Risk (QAE) — Qlro | Qlro