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 […]
TOKYO – 16 SEPTEMBER 2010 – Numerical Technologies, a leading provider of financial risk management software, announced today the release of PortfolioBrowser® version 1.9.2. PortfolioBrowser® is a risk management system that calculates integrated VaR and the correlation effect among market risk and credit risk factors. The new version features an enhanced CDO/CLO evaluation model.
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 […]
TOKYO – 25 JANUARY 2010 – Numerical Technologies, a leading provider of financial risk management software, announced today the release of PortfolioBrowser® version 1.9.0. PortfolioBrowser® is a risk management system that calculates integrated VaR and the correlation effect among market risk and credit risk factors.
TOKYO – 22 DECEMBER 2009 – Numerical Technologies, a leading provider of financial risk management software, announced today the release of Numerical Technologies Magnitude® version 1.1.2, which is an operational risk management software for financial institutions. Numerical Technologies Magnitude® 1.1.2 has implemented the Harrell-Davis quantile estimator for a smooth estimation of VaR.
- 1
- 2