Delta’s Portfolio Credit Risk Solution calculates expected and unexpected credit portfolio losses(credit VAR, expected shortfall, various types of risk contributions)based on a comprehensive toolbox of analytical and MC-simulation approaches & provides cutting-edge integrated credit pricing methods.
Delta’s Portfolio Credit Risk Solution calculates expected and unexpected credit portfolio losses(credit VAR, expected shortfall, various types of risk contributions)based on a comprehensive toolbox of analytical and MC-simulation approaches & provides cutting-edge integrated credit pricing methods.