risk.foundry
powerful tools for better understanding of risk. going beyond the limitations of models and designing meaningful scenarios, risk.foundry constructs risk measures to reflect realistic co-movement of model inputs both with each other and with non-inputs. ( for example, sensitivity of a CDS portfolio to oil price.)
risk.foundry's agility in risk analysis allows for scenarios and risk factors that are neither static nor rigid. no long waits for software releases, you design risk scenarios when you need them, the way you want.
risk.foundry also helps to decompose and understand the structure of portfolio risk - going beyond classical slice-and-dice, making large sets of risk numbers more meaningful using principal components and other transformations that yield insight.
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