Economic Capital Module

"Razor Risk Technologies delivered a leading edge combination of thought leadership in managing Economic Capital and state-of-the-art technology. Our business is constantly evolving, and the increasing complexity of the firm's trading and hedging activity required us to identify a solution that is inherently adaptable and extendible."

Antony Elliott,
Group Head of Financial Risk,
Man Group

Functions

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.