Key Functionality
Risk Management
Our risk analysis system includes a wide array of
functionality
- Risk Decomposition
- Risk Attribution
- Flexible Simulation Environment
- Stress Testing
- Scenario Decomposition
- Sensitivity Analyses
- 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 model
StatPro's credit 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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