Risk Controller
Risk Controller is available either as a desk-top application with an Excel front end through which the computation engines are controlled, or as a web application communicating with a database and Monte Carlo engine hosted on a server. In the server version, facilities are provided for the central administration of exposure data, permitting users access only to certain parts of the portfolio for example.
Risk Controller can be integrated into your firm's databases and is fully scaleable for enterprise-wide multi-user implementations. It is grid-enabled and hence can yield accurate high-speed risk calculations even with large portfolios.
The financial modeling methodology employed by Risk Controller is fully transparent. Users are free to run the model under a wide range of assumptions and to employ statistical inputs that we supply or to introduce their own. We are happy to work with clients in determining appropriate model settings and devising model inputs.
Risk Controller supports a large number of different exposure types including traditional credit instruments, single-name credit derivatives, structured products, equities and generic counter-party exposures.
Risk Controller is unique in credit risk models in that it supplies true marginal VaRs and marginal Expected Shortfalls for individual exposures rather than approximations based on the assumption of Gaussian loss distributions.
For more information on Risk Controller, click here .