1.
Financial Risk Management: Six Sigma Events
The Limitations of the Normal Distribution when Measuring Market Risk.
2.
RiskServers: Market Data Tools and Solutions
This tools Maps any cash-flow to a set of predefined vertices. Algorithms are the industry standard. Three Sets of Mapping Functions are Available. ...
3.
RiskServers: Free Professional Random Generator Excel® Add-In
Download Excel® Random Add-In Library : Download Individual Components: Online Run: To run the add-in online click "open new" on the xll ...
4.
Multivariate Student T Distribution
The first implementation is based on the polar method of Box/Muller for generating Normal variates is adapted to the Student-t distribution. ...
5.
Default Mode, Loss given Default, Recoveries and Unexpected Losses
Default Mode and other approaches to Unexpected Losses.
6.
Relative VaR & Earnings at Risk (EaR)
The final VaR which is a de-facto one-day absolute VaR does not take into account the portfolio mean returns (see Daily Earnings at Risk or DEaR) which ...
7.
Credit Default Curves: From Hazards and Marginal Conditional ...
Marginal Conditional Probabilities also called (Forward Default) and Hazard Rates ... In the Discrete Credit-Curve functions, Marginal Conditional Default ...
8.
RiskServer: Gaussian Copula Time To Default, Transition ...
Scale Transition Probability Matrices from one time period to another. ... Compute Time To Default by simulating multivariate Gaussian or Fat Tailed Student ...
9.
RiskServers Cash-Flow Generator
Click on the Image to Setup The Cash-Flow Generator Type. Cash-Flow, Cash-Flow, Help. Full Cash-Flow, Full Cash-Flow, Help. False Resets, False Resets, Help ...
10.
RiskServers Cash-Flow Generator
Financial Risk Management: Cash-Flow Calculator. ... Click on the Image to Setup The Cash-Flow Generator Type. Cash-Flow, Cash-Flow, Help ...
