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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
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