System and method for modeling and quantifying regulatory capital, key risk indicators, probability of default, exposure at default, loss given default, liquidity ratios, and value at risk, within the areas of asset liability management, credit risk, market risk, operational risk, and liquidity risk for banks

摘要: The present invention is in the field of modeling and quantifying Regulatory Capital, Key Risk Indicators, Probability Default, Exposure at Loss Given Liquidity Ratios, Value Risk, using quantitative models, Monte Carlo risk simulations, credit business statistics, relates to analysis Asset Liability Management, Credit Market Operational for banks or financial institutions, allowing these firms properly identify, assess, quantify, value, diversify, hedge, generate periodic regulatory reports supervisory authorities Central Banks on their credit, market, operational areas.