The RCRT advanced Portfolio Credit Risk Model is an advanced portfolio credit risk analysis tool. The 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 comes in two versions: the 'lite' version is a stand-alone server, the 'full' version is 'grid-enabled', and uses xml-based parallel computing techniques to deliver huge processing power.

A new version of the model is due to be released shortly.

Download Credit Model
	Stibium v3.2.0	Download	10.6 MB

If you would like access to this software, then please contact us using our: on-line messaging system.

Key Portfolio-Analysis Features

Arbitrarily complex user-definable 'risk-driver' model structures.
User-defined risk-aggregation hierarchy and 'drill-down' structures.
Includes the effects of netting, collateral and guarantees.
High speed 'stochastic accelerator' model technology.
Graphical risk-visualisation web interface.
Unlimited portfolio data-set size.

Key Technical Features

XML-based data interfaces.
Advanced AJAX-based web front-end interfaces.
Flexible, extensible and modular implementation architecture.
Designed to compliment, not replace existing systems infrastructure.
Grid-computing enabled parallel analytics.
Ontologically enabled technology.

See our on-line RCRT Credit Model Flash Presentation. *