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.
Key Features
- Expanded Counterparty Risk Feature – the enhanced counterparty risk feature allows risk managers to assess a financial instrument’s creditworthiness even if it has a complex counterparty structure.
- Support for User-Defined Scenarios – risk managers now have the ability to create risk scenarios outside of NtInsight® for Credit Risk and use these to override some or all of the scenarios generated within the system. This gives managers unparalleled control over their stress test and credit VaR calculation.
For more information about the new NtInsight® for Credit Risk, contact Numerical Technologies.