Our software toolkit generates realistic outputs that can be used to assess risk coherently in an integrated framework, whether for risk management, determination of capital, business planning, hedging strategies, portfolio construction or asset liability management (ALM).
A calibration that is focused on the full distribution of results, including the tails over one-year and multiyear horizons.
Detailed documentation that allow users to understand each model, supporting regulatory compliance.
Robust technical models and a sophisticated calibration process that allows STAR RW to capture the evolutions and extreme market movements observed historically.
The extensive experience of the STAR ESG team in responding to questions and assisting clients.
