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pricing library/risk analytics system

  • Thread starter Thread starter Mitor
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Mitor

Mitor

Joined
10/20/13
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Hello
Do you have an opinion about which product is better for market risk analytics Numerix, Fincad or others? Particularly for the calculation of xVAs and FRTB?
What do you think about building a system using quantlib? Have you used Open Source Risk Engine – Open Source Risk Analytics – Open Source Risk Modelling?
Keep in mind that I am talking about a medium regional bank without very complex derivatives (no exotics, mostly fixed income, IRS, CCS, FX options).
thanks
 

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