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FlexFinance Core Valuation consists of various calculation kernels. Each kernel deals with the calculation of a specific figure/ratio.

On a high-granular level, a distinction can be made between two types of measurements:

  • Statistical measures for which statistical methods are used for calculation, for example
    • Probability of Default based on historical performance data for customers 
    • Loss given default based on historical performance data for customers
    • Option price models