Economic Capital Module
With the Razor Economic Capital Module financial institutions can calculate economic capital across all trading and lending activities. It provides:
- An agile modeling and stress testing environment for the incorporation of multiple valuations and credit risk models that can integrate market and portfolio credit risks.
- The ability to model both default - no default models and credit migration models
- The ability to stress test; probability of defaults, loss given defaults, exposures, correlations etc.
For further information, please contact us.