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QP
offers tools which cover all facets of risk management for portfolios
ranging from corporate loans to cross asset derivatives. The tools
evaluate appropriate metrics which reflect the market and credit
risks. The important features of the toolkit are:
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Market and Credit Value At Risk - both absolute and marginal
VaR numbers |
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Historical
and Simulation based VaR numbers |
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Extensive
scenario generation and stress testing methods |
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Counterparty
exposure level forecasting |
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