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RiskAnalytics
PillarOne financial modelling allows users to work with (partial) internal models.
Current release: RiskAnalytics 0.1
Released 27.10.2008 — tested with PillarOne 0.3
Modeling infrastructure to run Monte-Carlo simulations and initial business logic library to build partial internal models for P&C in a Solvency II context.
Experimental releases
Upcoming and alpha/beta/candidate releases
- Alpha releases should only be used for testing and development.
- Beta releases and Release Candidates are normally released for production testing, but should not be used on mission-critical sites.
- Always install on a separate test server first, and make sure you have proper backups before installing.
Internal models for P&C in a dfa context
Project Description
The first release will focus on partial models in a Solvency II context. In a later release dynamic financial analysis will become possible.
