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MBRM
MBRM - MB Risk Management
29 Throgmorton Street
London EC2N 2AT
United Kingdom

Email: sales@mbrm.com
Phone: +44 20-7628 2007
Fax: +44 20-7628 2008

MBRM PRESS RELEASE
http://www.mbrm.com

Oct 1996

General Features:

  • Enables Monte Carlo simulations on multiple assets using variance/covariance matrices.
  • Useful for the analysis of complex Multi Asset dependent options and securities portfolios.
  • Useful for compliance and regulatory risk management purposes.
  • Compatible with JP Morgan's RiskMetrics datasets.
  • Callable from Excel, Access, C, C++ and Visual Basic.

NOTE:

This analyser requires UNIVSWAP - Universal Swap Add-in

Please see our latest price list (http://www.mbrm.com/pricelist.shtml) for the cost of this module.

For further information, please contact our Sales Team

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