vccredit

ValueCalc Credit

FinSoft's credit risk analytical software, ValueCalc Credit, allows:

Modeling up to 18 correlated term structures (e.g. risk-free, AAA, AA+..., B-, CCC) and 24 equity indices (e.g. autos, retail, telecom, etc.)
Modeling credit risk using a contingent claims framework
Modeling stochastic default recovery rates using a beta distribution
Modeling portfolio basis risk caused by fluctuations in the prices of securities priced relative to different interest rate term structures
Development of integrated portfolio risk assessments which account for correlated interest rate, basis, exchange rate and credit risk

Development of hedging strategies which account for correlated interest rate, basis, exchange rate and credit risk
Valuation of securities and options facing correlated interest rate, exchange rate and credit risk
Assessment of financial institution capital adequacy.

Mail, phone, fax, or e-mail and inquires regarding consulting services in these and other areas to:

FinSoft, Inc.

6615 Cardinal Lane

Annandale, VA 22003

703-354-0503 Phone

703-354-7719 Fax

e-mail: finsoft@valuecalc.com.