RC-Capital Model is a high-specification, portfolio modelling framework, supplying rigorously calculated risk statistics for multi-asset portfolios over different holding periods. RC-Capital Model is suitable for credit VaR calculations, counter-party risk analysis, multi-asset-class analysis for investment firms and asset managers. The framework supplies VaRs, Expected Shortfall capital measures and the capital contributions of individual exposures and sub-portfolios over horizons ranging from ten days to thirty years.