RC-Deal Analysis
The capital cost of a prospective deal, without re-running the whole portfolio
The problem
Permits the evaluation of capital for prospective future exposures at extremely high speed, without re-calculating capital for the entire portfolio. Measures one new deal's marginal VaR against a computed RC-Capital Model portfolio.
What it does
Permits the evaluation of capital for prospective future exposures at extremely high speed, without re-calculating capital for the entire portfolio. Measures one new deal's marginal VaR against a computed RC-Capital Model portfolio.
Who uses it
Front-office and credit officers, Risk managers
What’s inside
CapabilitiesIncremental (marginal) capital for a prospective exposure · Uses the computed RC-Capital Model portfolio as the baseline
How it feeds the rest of the suite
- Incremental capital / marginal VaR of the new deal
See RC-Deal Analysis on your own data
A demo takes an hour. A pilot on your portfolio takes weeks, not quarters.