Risk analysis software Risk Management Toolbox™

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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) and expected shortfall (ES). Risk Modeling and Risk Regulation Create risk models to comply with regulatory requirements for Basel III, Solvency II, CECL, and IFRS 9. Stress Testing Perform stress testing and sensitivity analysis on financial portfolios.