Audience

Companies looking for a portfolio modelling framework for credit VaR calculations

About RC-Capital Model

RC-Capital Model is a high-specification, portfolio modeling framework, supplying rigorously calculated risk statistics for multi-asset portfolios over different holding periods. RC-Capital Model is suitable for credit VaR calculations, counter-party risk analysis, and multi-asset-class analysis for investment firms and asset managers. The framework supplies VaRs, Expected Shortfall capital measures, and the capital contributions of individual exposures and sub-portfolios over horizons ranging from ten days to thirty years. The model is grid-enabled to permit high-speed risk evaluation with large portfolios and offers close to the instantaneous evaluation of capital for single prospective deals. The software may be operated by groups of individuals working on separate portfolios.

Integrations

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Company Information

Risk Control Limited
Founded: 2001
United States
www.riskcontrollimited.com/rc-capital-model/

Videos and Screen Captures

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Product Details

Platforms Supported
Cloud
Support
Phone Support
Online

RC-Capital Model Frequently Asked Questions

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RC-Capital Model Product Features