Credit Risk AnalyticsDesigned to empower enterprise-wide credit risk management for banks and insurance.
Are you a bank or an insurance company looking for solutions to manage your credit risk across various instruments?
MSCI’s credit risk analytics solutions are designed to help you identify, measure, manage and mitigate enterprise-wide credit risk for instruments including bonds, credit derivatives, securitized products, and private assets.
Our CreditManager solution is designed to quantify portfolio credit risk by capturing market exposure, ratings changes, and default risk within value-at-risk (VaR) and expected shortfall simulations. We enable data loading, cleaning, normalization, and validation from third-party sources such as custodians and fund administrators. We also develop and operate production processes to calculate risk analytics for your portfolios. Analysis results are reported through an interactive web application, ready-to-use reports and/or APIs.
With CreditManager you can perform:
Credit risk attribution
Economic and regulatory capital reporting
Correlated recovery
Concentration charge add-on
Want to learn more?Download our fact sheet for more details on key features and benefits.
Want to learn how we can help you gain new insights into market and credit risk?
* As of November 28, 2023