SINGAPORE – 23 MARCH 2011 – Numerical Technologies, a leading provider of financial risk management software, announced today the release of PortfolioBrowser® version 1.9.7. PortfolioBrowser® is a risk management system that calculates integrated VaR and the correlation effect among market risk and credit risk factors.
PortfolioBrowser® 1.9.7 enhances its stress testing function by including credit spread stress scenarios in its profit/loss calculation.
