Vector Risk

Vector Risk is located in Chatswood, Australia on Suite 3 Level 2 South Tower,, Chatswood Central,, 1-5 Railway Street. Vector Risk is rated 3 out of 5 in the category corporate office in Australia. Vector Risk Pty Ltd is a Sydney-based market and credit risk management solution provider. Our solution is cloud-based and is a full SaaS solution. The application offers a High Performance Computing risk engine for historic simulation and Monte Carlo simulation using real world and/or risk neutral stochastic processes to model such measures as VaR, CVA and PFE. We specialise in regulatory solutions for counterparty credit risk such as SA-CCR and market risk such as both the Standard and Internal models for FRTB. #VectorRisk #FRTB #TradingRisk #SACCR #XVA #CVA