Library

In Library you will find some articles about the backgrounds of our solutions.

Old News
reviews some past events shortly.

Here are some general theoretical articles:

Risk Engines
explains Value-at-Risk procedures.

Analytical Method, Monte Carlo Simulation and Historical Simulation: the Benefits and Pitfalls
explains alternatives for market risk calculations.

Credit Exposure Modelling
explains credit exposure modelling from the counterparty point of view.

Here are some articles to explain some features in more detail:

R/V Platform's Standard Statistics
gives a list of result figures and reports from R/V Platform.

DATA+ Technical Description
expands the features in DATA+ estimation server in detail.

Market Risk
deepens market risk management in R/V Platform- and VAR+ -products.

Counterparty Credit Risk
explains credit risk management in R/V Platform-, ACES+- and SWAP+ -products.

Advanced Measurement Approach to Operational Risk
gives background for operational risk management in R/V Platform.

Optimization
explains hedging possibilities in R/V Platform- and OPTI+ -products.

Yield Curve Estimation
handles zero-coupon yield curve treatment in R/V Platform- and ZERO+ -products.