CreditGauge® is a package software that measures the credit risk of credit portfolios.
ALMGauge® is a package software that measures interest risk by integrating assets and liabilities with a function of interest gap analysis and profit and loss simulation under different scenarios.
CDO Gauge®, a synthetic CDOs credit risk assessment system, is designed to assess the credit risk of credit derivatives embedded in Synthetic CDOs (Collateralized Debt Obligation) and to calculate the prices of CDOs tranches.
