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RisQ (Market Risk (Properties (Monte-Carlo simulations, Wide scale of…
RisQ
Market Risk
Pricing
Historical
Forecast
Properties
Monte-Carlo simulations
Wide scale of parameterizations
Wide range of products
Price risk
Risk measure calculations
Risk measure interactions
Stress and backtesting
Portfolio risk
SPAN methodology
Cascading
Interest rate risk
Liquidity risk
Concentration risk
Common features
Data importing
File
Database
Web
Predefined APIs
Web sraping
Summary dashboard
Data structuring
Manipulating
Joining
Selecting
Defining wide range of rules for:
Customizable appearance
Customizable application modes
Data export
Clipboard
File
Interface
Operational Risk
Risk mapping
KRI setting
Benchmarking
Modelling
Scenario modelling
LDA modelling
Loss calculation
Copula fitting
Conservative estimation
Distribution fitting
48 predefined distributions
user-defined distributions
Common properties
Wide range of parameterization
Interactive graphics
Wide scale visualization
Monte-Carlo simulations
Credit Risk
Purposes
Loss Given Default
Probability of Default
Exposure at Default
Models
CreditMetrics
Regression
Decision Tree
Neural Netrwork
Deep Learning
Migration Matrix
Wide range of parameterization