TOKYO – 9 AUGUST 2010 – Numerical Technologies, a leading provider of financial risk management software, announced today the release of PortfolioBrowser® version 1.9.5. PortfolioBrowser® is a risk management system that calculates integrated VaR and the correlation effect among market risk and credit risk factors.
The new version of PortfolioBrowser® includes a new reference-table-based prepayment model called “Type III”.
Prepayment Ratio Table Type III
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