Credit Risk Modeling

We are dedicated to understanding the needs and desires of people in finance. We are experts in measuring credit portfolio risk. Several industry models for measuring credit porfolio risk have been developed. There are the four major types of industry models.

Asset Value Models

                 • Porfolio Manager (by KMV)
                 • CreditMetrics (by RiskMetrics Group)

Macroecon. Models

                 • CreditPortfolioView (by McKinsey & Company)

Actuarian Models

                 • CreditRisk+ (by Credit Suisse Financial Products)

Intensity Models

                 • Jarrow/Lando/Turnbull-Model (Kamakura)
                 • Duffie/Singleton-Model

Confidentiality

We provide all of our prospective clients with a Non-Disclosure Agreement immediately upon contact. Statistical Consulting Group shall maintain in strict confidence, and not use or disclose except pursuant to written instructions from prospective clients, provided that the obligation to protect the confidentiality of any such information or data shall not be excused if such information or data ceases to qualify as a Trade Secret as a result of the acts or omissions of Statistical Consulting Group.

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Email: info@statisticalconsultinggroup.com Call: 781-205-4719
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