Financial Risk Modeling
Tillinghast-Towers Perrin has released an economic scenario generator for financial risk modeling. The product, called Global CAP: Link, simulates financial variables such as interest rates and inflation for multiple currencies over multiple time periods. The enhancements include additional robust handling of the initial yield curve, support for key rate and parallel shifts to the yield curve and support for larger simulations. Global CAP: Link supports Windows 95 and NT and is available for lease.
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