Use of MATLAB for Solvency II Capital Modeling: The Prudential Risk Scenario Generator

Sam Bailey, Prudential

In this session, we discuss what the Risk Scenario Generator (RSG) is and how it fits into the Prudential SII capital modelling system. We also discuss the overall architecture of the RSG.

Cubre los siguientes productos

  • MATLAB

Grabados: 19 jun 2012