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Our Software Products
Risk Management Technology
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Risk Management Products
The RCRT Advanced Credit Portfolio Model can calculate a wide range of portfolio risk analysis measures, including
economic capital. The model has been designed to deliver both high performance and flexibility, and is designed to
'plug in' to an existing systems infrastructure via xml-based application interfaces.
The model can compute hierarchies of risk-measures and loss-distribution functions for complex portfolios, including
arbirary combinations of netting, collateral and credit guarantees.
The model comes in two versions: the 'lite' version is a stand-alone server, the 'full' version is 'grid-enabled', and
uses our xml-based parallel computing techniques to deliver huge processing power.
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