1.      CCAR/Product Stress Testing, Basel III, FRTB

a.       Regulatory Scenario Interpretation (Macro-Economic to Micro-Economic factor translation, shock definitions in terms of market factors, etc)

b.      Scenario Application (construction of perturbed (shocked) market environments)

c.       Full revaluation under shocks for OTC, Listed Derivatives and Financing Trades

2.      Counterparty Credit Risk

a.       Economic Scenario Generation (MonteCarlo Simulation) models

b.      Scenario Model Calibration under historical (“real”) measure

c.       Cross-Asset Valuation models for OTC, Listed Derivatives and Financing Trades

d.      Cross-Asset Valuation models for OTC, Listed Derivatives and Financing Trades

3.      Market Risk

a.       MonteCarlo Value-at-Risk (VaR)

Sensitivity (Greeks) calculation for OTC, Listed Derivatives and Financing Trades
 
UR, Inc. shall partner with clients to offer solutions to the above requirements that would enable businesses to meet their time and budget driven objectives.