Basel Committee Proposes Using Expected Shortfall Instead of VaR in Market Risk Management

Numerical Technologies ready to support requirement with NtInsight^®, its flagship financial risk management software, which has been designed to calculate both VaR and expected shortfall (also known as CVaR or tail-VaR) with fat-tail awareness.

SINGAPORE – 4 MAY 2012 – Yesterday, the Basel Committee on Banking Supervision (BCBS) has published a consultative document which presents the Basel Committee’s initial proposals with regards to trading book capital requirement policies. A key element of the proposal is moving the quantitative risk metrics system from VaR to expected shortfall.

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NtInsight® for Market and Credit Risk Version 8.0.6 Released

SINGAPORE – 23 MARCH 2012 – Numerical Technologies today announced the latest release of NtInsight^® for Market and Credit Risk, a financial risk management software that helps banks and insurance firms measure and manage integrated value-at-risk (VaR), and comply with the Basel III capital requirement. The updated NtInsight^® for Market and Credit Risk offers risk managers greater control, precision, and transparency over their data and the VaR calculation process.

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NtInsight® for Market and Credit Risk Version 8.0.5 Released

SINGAPORE – 17 FEBRUARY 2012 – Numerical Technologies, a leading provider of financial risk management software, announced today the release of NtInsight^® for Market and Credit Risk 8.0.5. NtInsight^® for Market and Credit Risk is a risk management system that calculates integrated VaR and the correlation effect among market risk and credit risk factors.

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NtInsight® for Market and Credit Risk Version 8.0.1 Released

SINGAPORE – 16 SEPTEMBER 2011 – Numerical Technologies, a leading provider of financial risk management software, announced today the release of NtInsight^® for Market and Credit Risk version 8.0.1. NtInsight^® for Market and Credit Risk is a risk management system that calculates integrated VaR and the correlation effect among market risk and credit risk factors.

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Numerical Technologies Adopts NtInsight® as Product Family Name, Upgrades Products to Version 8.0

SINGAPORE – 26 AUGUST 2011 – Numerical Technologies announced today that it has adopted NtInsight^® as the product family name of its financial risk management software applications. The individual product names have also been changed to reflect the software applications’ core functions. These changes coincide with the release of NtInsight^® version 8.0, which standardizes the NtInsight^® product family’s user interface.

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