Bring your portfolio’s dynamics to life using your core Credit Risk inputs (PD, LGD, EAD & Rho) to generate credit portfolio risk and capital outcomes for use in risk-adjusted pricing, capital measurement and more
Organisations want a complete and intuitive understanding of their portfolio credit risk drivers as they relate to portfolio specific correlations and concentrations to meet regulatory expectations. However, current benchmarks available are complex and aren’t accurate or bespoke enough which poses a challenge for organisations to gain a full understanding of their credit risk portfolio.
This credit risk solution for banking and investment management organisations, applies the "as-simple-as-possible" modelling principle to allow organisations to generate portfolio credit risk capital and risk outcomes that is reflected in their bespoke risk profile, while being understandable and simple to use.
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