Key Functionality Risk Management
Our risk analysis software system includes a wide array of
functionality
- Risk Decomposition
- Risk Attribution
- Flexible Simulation Environment
- Stress Testing
- Scenario Decomposition
- Sensitivity Analysis
- Back-Testing
- Flexible Reporting
| New
functionality includes: |
|
Liquidity
Risk
New approach to measuring liquidity
risk by breaking it down into six different risk sources
|
Hybrid
Risk
New family of risk measures blending
traditional risk measurement with stress testing |
Credit risk model
StatPro's credit risk model offers a best-of-breed solution to
fixed income
practitioners. By replacing ratings with CDS as a gauge of credit
risk
the system utilises a modern and highly innovative approach.
QuantLib/QuantLib2/Certified QuantLib
StatPro is the main contributor to QuantLib, the Open Source Library created
by StatPro professionals in 2000. QuantLib is based on StatPro's
original work and QuantLib2, which is the heart
of our risk management tool, has greatly extended this
service with new models and pricing functions.
To find out more about our risk analysis solutions
please
contact us.
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