RiskSIM has a strong expertise in all topics related to credit risk and operational risk.

  • Design, calibration and implementation of score and rating models for retail, mortgage loans, corporates, banks, sovereigns and insurers
  • Validation and maintenance of score and rating models
  • Design, calibration and implementation of credit risk portfolio models
  • LGD models
  • EAD and CCF estimation
  • Risk adjusted pricing
  • Multi-year balance sheet predictions (together with Quantic Risk Solutions)
  • We support banks and corporates in design and maintance of their operational risk models
  • Review of risk models

Beside banks, insurance companies and business information providers as obvious users of above listed models we also support all types of coporates in risk related topics.