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

No integrations listed.

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Company Information

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

Videos and Screen Captures

RC-Capital Model Screenshot 1
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Product Details

Platforms Supported
Cloud
Support
Phone Support
Online

RC-Capital Model Frequently Asked Questions

Q: What kinds of users and organization types does RC-Capital Model work with?
RC-Capital Model works with these users and organization types: Mid Size Business, Small Business, Enterprise, Freelance, Nonprofit, Government, and Startup.
Q: What languages does RC-Capital Model support in their product?
RC-Capital Model supports these languages: English.
Q: What kind of support options does RC-Capital Model offer?
RC-Capital Model offers support via phone support and online.

RC-Capital Model Product Features