TABLE OF CONTENTS The Risk Simulator and Basel II Modeling Toolkit software has over 300 different analytical Excel/SLS model templates and over 800 Excel functions and models. Only some of the key models that pertain to credit risk and market risks are covered in this book, and this chapter provides a good primer on getting started in using Risk Simulator. At first glance, this chapter has little to do with credit or market risk analysis, but in reality, the materials covered in this chapter provide the critical building blocks for advanced credit and market risk in banks presented in later chapters. Trial versions of these software applications are included in the book s DVD or can be downloaded directly from the Web at www.realoptionsvaluation.com. Readers who are currently expert users of the Modeling Toolkit software and Risk Simulator software may skip this section and move directly into the models in the text.
At the time of writing, the Modeling Toolkit software incorporated about 800 different advanced analytical models and 300 Excel/SLS model templates in a variety of industries and applications. To obtain the detailed listing of models and functions, first install the software and then click on Start Programs Real Options Valuation Modeling Toolkit Model & Function List . We will focus on the Excel-based version of the software for the purposes of this book (running smaller models with a few transactions at a time) instead of the...
