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Standard & Poor's Risk Solutions offers a variety of products and services designed to help you measure, monitor, and manage your credit risk on a portfolio level in response to a wide array of industry issues including:
Increased pressure from regulators to improve credit portfolio analysis and risk-based decision making;
Need for forward looking credit risk analysis to anticipate changes in the credit profile of obligors, facilities, and the overall credit environment;
Increased competitive pressures brought on by the broader adoption of Basel II and other best practice risk management frameworks; and
Volatility in the credit markets.
Our offerings include a series of services and products designed to ensure regulatory compliance, including Basel II, and to provide risk measures at the portfolio level, such as:
Expected loss calculations;
Portfolio value at risk/economic capital;
Marginal contribution analysis;
Concentration analysis;
Risk contributions of subportfolios or individual assets; and
Stress and scenario analysis.
The results of our solutions enable you to:
Assess credit risk and performance across geographies, business units, sectors, and portfolios;
Identify and manage industry, sector, and obligor concentrations;
Determine optimal portfolio composition and hedge strategies;
Make informed decisions about capital allocation, pricing strategies, and new exposures; and
Establish and manage a range of limits.
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