TLC Risk Solutions' barracuda® software product is the complete solution for the calculation of regulatory capital under Basel II. barracuda® is the best of breed Basel II solution in terms of its functionality, comprehensiveness, flexibility and value for money.
TLC Risk Solutions is a software product company serving the banking sector. The TLC approach is distinguished by a combination of deep business knowledge and experience and technology expertise enhanced by rigorous methodologies and disciplines. Our primary focus is in the areas of Credit, Operational and Market Risk for Basel II compliance.
More on Risk Management
We consider the class of risk measures associated with optimized certainty equivalents. This class includes several popular examples, such as conditional value-at-risk (CVaR) and monotone mean-variance....
Capital allocation principles are used in various contexts in which the risk capital or the cost of an aggregate position has to be allocated between its constituent parts. We study capital allocation...
The presence of options in a portfolio fundamentally alters the portfolio's risk and return profiles when compared with an all-equity portfolio. In this paper, we advocate modeling a risk-based criterion...
This paper proposes a formula for a market stress test of a portfolio. The formula is motivated by some recent and some old developments in random matrix theory and a requirement that it be explicitly...
Sign up for Risk.net email alerts
Watch highlights of this year's London conference
Operational risk and the challenges of defining and dealing with conduct risk
Watch discussions and speakers from our North America conference
In the February 2014 editorial video, OpRisk's latest industry survey finds room for improvement in risk management
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.