Training and support from the authors of the open-source SST Tool
The SST Tool is an open-source (GPL-3 licensed) implementation of FINMA’s new market risk model into an R package. It is distributed by FINMA for the completion of the Swiss Solvency Test 2019.
Our team is built around the original authors of this software.Learn more about the SST Tool and about us.
We provide training sessions about the new market risk standard model and the SST Tool.
We offer support and consulting around the new market risk standard model and the SST Tool.
We help you implement additional features to the SST Tool, from the back-end to the GUI.
We assist you with the implementation of your company specific adjustments and to get FINMA's approval.
Example of additional feature
Visualize Risk Contributions
- Selection of a category will restrict the portfolio to the selected category.
- Select "group by" to split the portfolio according to the corresponding category.
- At least one of the selector must be in a "group by" state.