Modelling

Risk Drivers & Scenarios: The component for risk drivers & scenarios allow to provide input assumptions on risk drivers and possible scenarios (with risk factors) as input for modelling and simulation.

Exposure Models: The component for exposure models integrates with actuarial modelling systems to calculate risk exposures in terms of assets and liabilities.

Market Data: Market data holds (historical) market pricing information on investment instruments (i.e. equity, bonds) for market consistent valuation of portfolios.