Risksvr™ Financial Risk Management Calculation Server

Engine

Home

What-Is

Market Risk

Analytics

Analytics Repository

All Add-ins are designed to run online and offline

To run the add-ins while you are online, you must open the xll file first and then the xls Excel spreadsheet.

You can do the same with the compressed zip files: decompress the zip file, double-click on the xll add-in file and then open the xls spreadsheet

The repository is currently split into the following sections:

Stress Testing	Predictive Stress Testing and Correlation Stressor.

Time To Default Copulas	Gaussian Copula and T-Copula Time to Default. Couple inverse univariate defaults from credit curves to correlated asset price returns in order to compute Time-to-Default.

Expected Default Tools:	Credit Curves Survival Expected Default and Hazard Rate converter for credit risk computations.

Multivariate Analysis:	Cholesky Factorization, Principal component analysis, SVD, Krylov Subspace & GMRES.....

Data Processing:	To measure risks you obviously need Data. Data is probably the biggest constraint in risk management. It is critical and yet extremely reactive. The following tools and techniques should hopefully make your life a lot easier in this respect.

Random Generator:	Upgrade Excel� to professional mode! Get the best public Random Generator Excel� Add-Ins.

Managing Risk:	Tools, techniques & methodologies to manage risks. Some well known some others slightly less well understood.

Cash-Flow Generator:	Generate Fixed and Floating Flows, Exercise or Barrier Events with or without averaging and compounding that can be readily output into XHTML, XML, raw ASCII or Excel(R) format.

Fair Value Pricing:	Industry standard algorithms for derivatives, advanced numerical schemes. Complex pricing issues.

Try Risksvr Engine�

Online

Risksvr™ is a registered Trademark of RiskServers SA.

By accessing and using this page you agree to our Terms of Service..