EpiRisk

Market risk model(s): Multi-index dynamic model that includes the interplay between multi-currencies, multi-interest rates + other economic factors. Based on historical AND market data to catch short term drift/volatility as well as long term behavior. Easily adaptable to the institution's particular business needs. When combined with future valuation functionality: (a) will mark-to-market given a market-evolution scenario, and (b) will generate the distribution of future market values at any given time.

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