The documentation and tools are part of the credit module of Risksvr™. 

Credit Exposures:
Current, Potential, Future, Peak, Mean, Maximum Exposure.

Computing Loss given Default:
Computing Losses. Losses given default. Time-to-Default. Conditional and Marginal Measures.

Building Credit Curves:
Credit Curve construction from hazards, marginal conditional default probabilities, survivals or expected defaults. 

Full Migration over simulation Horizons:
Risksvr™ offers multiple frameworks, models, methodologies and assumption to compute  either economic capital as a buffer for Full Equity loss or individual losses incurred on Obligors, Counterparties or Accounts.

Both Survival/Continuation and Termination/Liquidation frameworks provide correlated, independent and a coupled model.

• Correlated: You can simulate rating migration as correlated synthetic assets that represent a weighted basket of risk factors with the full cost-of-carry associated with downgrades and/or upgrades.
• Independent: You can simulate independent default-mode losses with or without migration.
• Coupled: You can use a hybrid Time To Default Copula model that couples Univariate Credit Default Curves to Obligor/Asset Correlations. 

Copula Time to Default Simulator V3.2
How to simulate Time to default from obligor/asset correlation and credit curves by coupling each credit default curve to the multivariate distribution of asset correlations through copula technology.