Risk Based Capital Simulation Application Download

Introduction
The Office of Federal Housing Enterprise Oversight published its final Risk-Based Capital Regulation (RBC Regulation) on September 13, 2001. In the preamble to the RBC Regulation, OFHEO agreed to provide the public with a copy of the computer code that implements the RBC stress test and a Stylized Data Set for use in conjunction with the computer code. The Stylized Data Set allows interested parties to understand the sensitivities and the implications of the stress test. The software is designed to execute on a Sun Microsystems, Inc. server running the Sun Solaris operating system.  Please refer to the installation manual for a complete description of the third-party components required by the application.

Software

The file bundle includes the computer code, database schemas, installation scripts, build scripts, run scripts, documentation, and the Stylized Data Set data files. The file bundle is available in three compression formats for the Sun Solaris operating system: UNIX compression (.Z), zip (.zip), and gzip (.gz).

RBCSIM 2/28/2004 Release - (Note: The three data files listed below are for the 2/28/04 Public Release as of 4/2/04)

RBCSIM.Z	7.4 MB
RBCSIM.zip	5.12 MB
RBCSIM.gz	5.12 MB

Documentation (updated with versions for 2/28/04 Simulation)

The documentation is available in Adobe PDF format.            

Installation Manual	Lists the minimum hardware and software requirements and provides the installation procedures required to load and run the RBCSIM application.	RBC-SIM Application Installation Manual (PDF)
Technical Reference Manual	Lists all of the RBCSIM application components required to compile and build the RBCSIM executables.  High-level object-model diagrams are also included.	RBC-SIM Application Technical Reference Manual (PDF)
User Manual	Describes the procedures required to configure and execute an RBCSIM application run.	RBC-SIM Application User Manual (PDF)
Stylized Data Set Overview	Describes the Stylized Data Set, which is provided to assist interested parties in understanding the stress test and is also used to test the installation of the RBCSIM application.	Stylized Data Set Description (PDF)
Risk Based Capital Report Instructions	Provides detailed instructions for creating input data for the RBCSIM application.	Risk Based Capital Report Instructions  (PDF) (Note: This is for 2/28/04 Release as of 4/2/04)

Statement of Technical Support 

Please send detailed requests to rbcquestions@ofheo.gov. While OFHEO will process your request as quickly as possible, please allow up to 30 days for response.