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Delta Suite: Portfolio Credit Risk Management Solution

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.

  • Editorial Team
  • May 12, 2021
  • 1 minute

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.