After a decade of success in the field of Market Risk modelling manly driven by advances in derivative pricing and computer technology, the pas couple of years have seen a clear shift in interest towards credit risk modelling.
Although partly attributable to regulatory initiatives, an important driver of changes on the credit landscape come from the demand for more sophisticated credit products and from a better management of Credit Risk.

In that context, the role of the Credit risk Officer has changed dramatically, moving from the traditional defensive role toward a more active management role, taking opportunity to optimize economic capital requirements by structuring Portfolio Credit Arbitrage strategies.

How Can we help a credit officer stays on the edge?

Riskwave can help a Credit Risk Officer on the following

Review of strategic credit positions
- Identification of largest exposure
- Impact analysis of Counterparty rating changes

Credit Exposure
- Exposure calculations
- LGD, PD, CSO1, Credit VaR
- Exposure modelisation

Stress and Scenario Analyses
- Design of Stress testing approach
- Integration of Stress testing tools in the existing risk system