Risk Management Toolbox

NEW PRODUCT

Develop risk models and perform risk simulation

Risk Management Toolbox™ provides functions for mathematical modeling and simulation of credit and market risk. You can model probabilities of default, create credit scorecards, perform credit portfolio analysis, and backtest models to assess potential for financial loss. The toolbox lets you assess corporate and consumer credit risk as well as market risk. It includes an app for automatic and manual binning of variables for credit scorecards. It also includes simulation tools to analyze credit portfolio risk and backtesting tools to evaluate value-at-risk (VaR).


Capabilities

Developing Credit Scorecards

Perform credit scorecard modeling processes.

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Utilizing Copula-Based Simulation Tools for Credit Instrument Portfolios

Use a comprehensive suite of tools for simulating credit instruments based on a Gaussian copula or t copula. 

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Backtesting Value-at-Risk (VaR) Models to Assess Market Risk

Perform many types of VaR backtesting on multiple portfolios.

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Product Resources

Discover more about Risk Management Toolbox by exploring these resources.

Documentation

Explore documentation for Risk Management Toolbox functions and features, including release notes and examples.

Functions

Browse the list of available Risk Management Toolbox functions.

System Requirements

View system requirements for the latest release of Risk Management Toolbox.

Technical Articles

View articles that demonstrate technical advantages of using Risk Management Toolbox.

User Stories

Read how Risk Management Toolbox is accelerating research and development in your industry.

Community and Support

Find answers to questions and explore troubleshooting resources.

Apps

Risk Management Toolbox apps enable you to quickly access common tasks through an interactive interface.


Try or Buy

There are many ways to start using Risk Management Toolbox. Download a free trial, or explore pricing and licensing options.

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Test drive Risk Management Toolbox.

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Have Questions?

Stuart

Contact Stuart Kozola,
Risk Management Toolbox Technical Expert

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