- Joined
- 10/20/13
- Messages
- 17
- Points
- 11
Hello
Do you have an opinion about which product is better for market risk analytics Numerix, Fincad or others? Particularly for the calculation of xVAs and FRTB?
What do you think about building a system using quantlib? Have you used Open Source Risk Engine – Open Source Risk Analytics – Open Source Risk Modelling?
Keep in mind that I am talking about a medium regional bank without very complex derivatives (no exotics, mostly fixed income, IRS, CCS, FX options).
thanks
Do you have an opinion about which product is better for market risk analytics Numerix, Fincad or others? Particularly for the calculation of xVAs and FRTB?
What do you think about building a system using quantlib? Have you used Open Source Risk Engine – Open Source Risk Analytics – Open Source Risk Modelling?
Keep in mind that I am talking about a medium regional bank without very complex derivatives (no exotics, mostly fixed income, IRS, CCS, FX options).
thanks