CreditManager is an application based upon the methodology of RiskMetrics CreditMetrics.  CreditMetrics is a portfolio credit model, and through CreditManager clients can access analytics, data, managed services and consulting support to manage portfolios via our ASP or stand-alone service.

Clients use CreditManager to input information on exposures, underlying obligors, and market conditions and determine the distribution of potential returns for their portfolios, composed of the exposures at a fixed horizon in the future. From this distribution, clients can produce statistics which quantify the portfolio’s absolute risk level, such as the standard deviation of value changes or the worst case loss at a given level of confidence.

CreditManager is designed to relieve clients from the burdens of data collection and operation, allowing them to focus on risk and portfolio management.