26 JUNE 2015 – NtInsight® for ALM, Numerical Technologies software solution for asset/liability management, supports the key requirements presented by the Basel Committee on Banking Supervision (BCBS) in its consultative document on interest rate risk in the banking book (IRRBB). The document released on June 8 proposes changes to the regulatory capital treatment and supervision […]
SINGAPORE – 6 MARCH 2014 – Numerical Technologies announced the latest release of NtInsight® for OpRisk, an operational risk management system that caters to the requirements of financial institutions that have adopted the Loss Distribution Approach (LDA) to estimate losses. LDA is one of the proposed Advanced Measurement Approaches (AMA) and estimates operational losses using […]
SINGAPORE – 19 JULY 2013 – Numerical Technologies, a leading provider of financial risk management software, announced today the release of NtInsight® for Credit Risk 8.2.0. In this version, VaR calculation has been expanded to include the unique forward VaR calculation feature. The forward VaR feature allows risk managers to calculate VaR based on the […]
SINGAPORE – 13 MAY 2013 – Numerical Technologies, a leading provider of financial risk management software, announced today the release of NtInsight® for Credit Risk 8.1.9. In this version, the counterparty risk feature has been expanded to reflect the complex structure of a financial instrument’s credit risk. Support for user-defined scenarios has also been added. […]
SINGAPORE – 7 NOVEMBER 2012 – Numerical Technologies, a leading provider of financial risk management software, today announced the release of NtInsight® for ALM 8.1.3. The updated NtInsight® for ALM offers risk professionals new and enhanced functionalities in the areas of investment planning, reporting, and risk evaluation. Key Features Realistic investment planning – the new […]
SINGAPORE – 26 SEPTEMBER 2012 – Numerical Technologies today announced the release of NtRand® 3.3. NtRand®, a free Microsoft Excel add-in RNG (random number generator) based on the Mersenne Twister algorithm, can be used in pricing financial derivatives and in risk management studies. In the new version, NtRand® has greatly improved the precision of its […]
Numerical Technologies ready to support requirement with NtInsight®, its flagship financial risk management software, which has been designed to calculate both VaR and expected shortfall (also known as CVaR or tail-VaR) with fat-tail awareness. SINGAPORE – 4 MAY 2012 – Yesterday, the Basel Committee on Banking Supervision (BCBS) has published a consultative document which presents […]
SINGAPORE – 23 MARCH 2012 – Numerical Technologies today announced the latest release of NtInsight® for Market and Credit Risk, a financial risk management software that helps banks and insurance firms measure and manage integrated value-at-risk (VaR), and comply with the Basel III capital requirement. The updated NtInsight® for Market and Credit Risk offers risk […]
SINGAPORE – 17 FEBRUARY 2012 – Numerical Technologies, a leading provider of financial risk management software, announced today the release of NtInsight® for Market and Credit Risk 8.0.5. NtInsight® for Market and Credit Risk is a risk management system that calculates integrated VaR and the correlation effect among market risk and credit risk factors. In […]
SINGAPORE – 6 FEBRUARY 2012 – Numerical Technologies, a leading provider of financial risk management software, today announced the release of NtInsight® for ALM 8.0.5. The new version allows clients to set different types of fund transfer pricing models with greater flexibility.