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  • Alluve Cosmetics Company
    Alluve Cosmetics Company
    (800) 306-5034
    PO Box 2785, 28741  Highlands

    Monte Carlo simulation is state of the art in market and credit risk measurement. By simulating future market development scenarios, the tool obtains the distribtion of the portfolio values in the future. From that distribution, the tool calculates risk measures, such as exposure at default. Benefi…