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Location Office Head Office

22 Romilly Street
London
GB

Telephone

+44 (0)20 3307 0730

Contact

William Perraudin
[email protected]

RC-ICAAP and Stress Testing System

RC-ICAAP and Stress Testing System provides a wide range of ICAAP calculations suitable for Pillar II requirements for banks or asset managers. These calculations are generated for current and future periods under macro stresses.

The stress testing functionality permits the generation of a wide range of scenarios using powerful conditional Bayesian techniques.

The framework provides reports which may be processed flexibly to generate regulatory requirements.

View other products from Risk Control Limited

RC-Loan Portfolio Analytics System

RC-Loan Portfolio Analytics System offers a rich set of risk and valuation analytics useful in the management of loan portfolios. The calculations, including interest rate sensitivity, valuations and provisioning analysis, may be performed under a wide range of stress scenarios.

RC-Dashboard and Database Tool

RC-Dashboard and Database Tool combines powerful and flexible analytics with high-quality visualisation of the results obtained. Data on accounts, portfolios and financial ratios are loaded and manipulated using a flexible set of routines and algorithms and then presented through a dashboard.

RC-Credit Scoring System

RC-Credit Scoring System allows users to create and manage multiple credit scoring models and then to publish scores to downstream systems. The software supports a variety of scoring methodologies including classical Logistic Regression and Artificial Neural Nets.