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Last week, we released the Public Sector Credit Framework (PSCF) - an open source tool for estimating government bond default probabilities.The methodology relies upon a multi-year budget simulation.

The launch was reported in the Financial Times Alphaville blog at http://ftalphaville.ft.com/blog/2012/05/02/983041/monte-carlo-simul....

The software and supporting research is at http://www.publicsectorcredit.org/pscf.html

The open source repository is at http://www.github.com/joffemd/pscf

If you would be interested in collaborating on this open source project - especially by contributing code - please contact me at [email protected]

Tags: credit, default, model, municipal, open, source, sovereign

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