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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

The software and supporting research is at

The open source repository is at

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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