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Credit Risk

We've developed many reports to help manage Credit Risk at our clients. Mainly by developing custom reports using Microsoft Excel - VBA, Sybase and Microsoft Access.

Some of the issues we've dealt with are:

  • Basel II
  • PE - Potential Exposure
  • PL - Potential Loss
  • LGD - Loss Given Defualt
  • Credit Ratings
  • Netting
  • Counterparty Risk
  • Issuer Risk
  • Reporting on counterparties in need of Ratings
  • Reporting to Fed Reserve
  • Sensitivites to Yield Curve, CDS Spreads, Interest Rate, FX, Commodity and Equity changes