RC-Capital Model Description

RC-Capital Model, a portfolio modeling framework with high-specification, provides rigorously calculated risk statistics for multiasset portfolios over different holding period. RC-Capital Model can be used for credit VaR calculations, counter party risk analysis, and multiasset-class analysis by investment firms and asset managers. The framework provides VaRs, Expected shortfall capital measures, as well as the capital contributions of individual exposures or sub-portfolios for a range of horizons from ten days up to thirty years. Grid-enabled, the model allows high-speed risk evaluations with large portfolios. It also offers close to instantaneous capital evaluations for single potential deals. The software can be used by multiple people working on different portfolios.

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Company Details

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

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RC-Capital Model Screenshot 1
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Product Details

Platforms
SaaS
Customer Support
Phone Support
Online

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