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 Financial 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.