Debt Evaluation Tool
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The elanev approach is:
Regulatory cognisant –
The approach is informed by scenario modelling techniques that haves passed regulatory scrutiny at leading institutions.
Industry benchmark –
Applies a range of industry standard distributions and modelling techniques associated with scenario modelling are available to the user.
A fully documented, readily understood approach accessed via a webmail based infrastructure hosted on elanev servers.
– An annual based service.
Multiple options for model parameterisation.
Up to five million simulations can be run for any one scenario with more available in the bespoke approach.
Near real time output facilities, ‘what-if’ analysis, discussion and challenge.
We provide you with a simple user interface to enable you to record your business risk scenario analysis outputs:
An expected loss frequency for each scenario
An expected loss severity for each scenario
We load your scenario analysis outputs into our model and for each scenario we parametrise a frequency distribution and severity distribution.
We employ Monte-Carlo techniques to rapidly apply these distributions to simulate 5 million losses for each scenario from which we build a corresponding loss profile.
We model estimates of loss on a combined and individual scenario basis and diversified loss.
We provide you with these model outputs for each iteration you require and on confirmation of the final iteration a detailed results document.
We provide you with a technical document which contains a user guide and methodology overview and provides insight tips and tweaks and bespoke options.