R-square RiskLab core product competence is in the area of asymmetry, particularly R-square ‘strategy’ across industries to coordinate the utilization of commercial and proprietary modelling products. RsRL assists in managing economic critical aspects with DFA (Economic Scenario Generation Model based) solutions for client’s portfolio. RsRL has already build it’s leadership on VaR++, Distance to Default, Jump-Diffusion, Stochastic Local Volatility, Tail-Risk, Hedging strategies, Liquidity risk, Interest Rate Risk, Stress Test and Quant strategies for multi-asset fund management.